Kaplan, David M.; Goldman, Matt - Economics Department, University of Missouri - 2013
In its favor, the common Kolmogorov–Smirnov test: 1) is distribution-free and non- parametric, 2) provides uniform confidence bands for the CDF by inversion, 3) may be interpreted as a family of pointwise tests controlling the familywise error rate, 4) can be calibrated to have exact...