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The Multidimensional Kolmogorov Goodness-of-Fit Test

โœ Scribed by Roy Saunders and Purushottam Laud


Book ID
124289070
Publisher
Oxford University Press
Year
1980
Tongue
English
Weight
184 KB
Volume
67
Category
Article
ISSN
0006-3444

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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