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I found a lecture notes about non-parametric statistics. I studied those on my own so that I can use them. But I had difficulties to understand why do we do some test as we do. So is there a lecture notes or books or papers where I can study why those methods makes sense?

I'm a mathematician so I can read better texts where everything has been proven.

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  • $\begingroup$ As far as lecture notes, I can recommend this nonparametrics course from UMN. It has quite a few notes and examples available, and, even though the class isn't especially math-y, it definitely has an eye toward theory. $\endgroup$
    – Quasar
    Commented Apr 20, 2017 at 17:12

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I like this paper because it has enough details to understand the math behind, but it is also with applications: Astrostatistics: Goodness-of-Fit and All That! by Babu, G.J.; Feigelson, E.D. You can jump right into Section 4 if Astrphysics is not your thing :)

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