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Hodges-Lehmann asymptotic efficiency of the Kolmogorov and Smirnov goodness-of-fit tests

✍ Scribed by Ya. Yu. Nikitin


Book ID
105270935
Publisher
Springer US
Year
1987
Tongue
English
Weight
305 KB
Volume
36
Category
Article
ISSN
1573-8795

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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 dimensio