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THE KOLMOGOROV GOODNESS-OF-FIT TEST OF INDEPENDENCE BASED ON COPULAS.
- Source :
-
Communications Series A1 Mathematics & Statistics . 2003, Vol. 52 Issue 2, p21-27. 7p. - Publication Year :
- 2003
-
Abstract
- We present a method which reduces the Kolmogorov goodness-of-test of independence to the Kolmogorov-Smimov one sample test. The null distribution of test statistic is the same as the Kolmogorov-Smimov test statistic in this test of independence. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 13035991
- Volume :
- 52
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Communications Series A1 Mathematics & Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 13288728