establish asymptotic theory for the Kolmogorov-Smirnov test, Probability-Probability plots, and Quantile-Quantile plots. The …

of non-exporters, thus confirming the theoretical predictions. Keywords: Export, FDI, TFP, nonparametric Kolmogorov-Smirnov … Head and Ries’s (2003) model. The approach we employ is to conduct nonparametric two-sided and one-sided Kolmogorov-Smirnov …-sided and one-sided Kolmogorov-Smirnov tests. The nonparametric Kolmogorov-Smirnov test requires three assumptions: (1) the …

establish asymptotic theory for the Kolmogorov-Smirnov test. Probability-Probability plots, and Quantile-Quantile plots. The …

Abstract This paper deals with the two-sample Kolmogorov–Smirnov test and its biasedness. This test is not unbiased in …

χ2 and Kolmogorov–Smirnov type tests. Results of a simulation study on Type-I error probabilities and powers are …

autoregressions) as well as a latent state process (like Markov regime-switching). The test is based on the Kolmogorov–Smirnov …

event. We first employ the Kolmogorov–Smirnov statistic to compare the empirical recurrence time distribution with the null … various sizes on the entire temporal span. We demonstrate the Kolmogorov–Smirnov statistic capturing the dynamic distortions …

Mann-Whitney and Kolmogorov-Smirnov two-sample tests are the most appropriate tests when the data, which are obtained … from independent two-sample, are asked for testing by the help of nonparametric tests. Both Mann-Whitney and Kolmogorov-Smirnov … equal sample sizes of 4 to 10, and Kolmogorov-Smirnov two-sample test is more powerful between small and equal sample sizes …