Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
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DOI: 10.1007/s11222-016-9701-y
Abstract: A statistical application to Gene Set Enrichment Analysis implies calculating the distribution of the maximum of a certain Gaussian process, which is a modification of the standard Brownian bridge. Using the transformation into a boundary… read more here.
Keywords: weighted kolmogorov; smirnov distributions; distributions via; boundary crossing ... See more keywords