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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/3955
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| Title: | A multivariate Kolmogorov-Smornov test of goodnes of fit |
| Author(s): | Justel, Ana
Peña, Daniel
Zamar, Rubén |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Sep-1994 |
| URI: | http://hdl.handle.net/10016/3955 |
| Abstract: | This paper presents a distribution free multivariate Kolmogorov-Smirnov goodıness of fit test. The test uses an statistic which is built using Rosenblatt's transformation and an algorithm is developed to compute it in the bivariate case. An approximate test, that can be easily computed in any dimension, is also presented. The power of these multivariate tests is studied in a simulationı study. |
| Serie / Nº.: | UC3M Working Papers. Statistics and Econometrics
1994-32-13 |
| Keywords: | Empirical distribution function
Kolmogorov-Smirnov statistics
Rosenblatt's transformation |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
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