A multivariate Kolmogorov-Smirnov test of goodness of fit

被引：354

作者：

Justel, A

Pena, D

Zamar, R

机构：

[1] UNIV CARLOS III MADRID,DEPT STAT & ECONOMETR,MADRID,SPAIN

[2] UNIV BRITISH COLUMBIA,DEPT STAT,VANCOUVER,BC V5Z 1M9,CANADA

[3] UNIV AUTONOMA MADRID,FAC CIENCIAS,DEPT MATEMAT,E-28049 MADRID,SPAIN

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 35卷 / 03期

关键词：

Bonferroni inequality; empirical distribution function; Kolmogorov-Smirnov statistics; Rosenblatt's transformation;

D O I：

10.1016/S0167-7152(97)00020-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1997 Elsevier Science B.V.

引用

页码：251 / 259

页数：9

共 22 条

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