A multivariate Kolmogorov-Smirnov test of goodness of fit

Ana Justel, Daniel Peña and Rubén Zamar

Statistics & Probability Letters, 1997, vol. 35, issue 3, 251-259

Abstract: 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.

Keywords: Bonferroni; inequality; Empirical; distribution; function; Kolmogorov-Smirnov; statistics; Rosenblatt's; transformation (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (34)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00020-5
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A multivariate Kolmogorov-Smornov test of goodnes of fit (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().