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A multivariate Kolmogorov-Smirnov test of goodness of fit

✍ Scribed by Ana Justel; Daniel Peña; Rubén Zamar

Book ID: 104302622
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 546 KB
Volume: 35
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00020-5

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✦ Synopsis

This paper presents a distribution-free multivariate Kolmogorov-Smirnov goodness-of-fit test. The test uses a 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 simulation study. (~) 1997 Elsevier Science B.V.

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