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The Kolmogorov goodness-of-fit test of independence based on copulas
2003
Journal:  
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics
Author:  
DOI:  
10.1501/Commua1_0000000350
Abstract:

We preseni 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.

Keywords:

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Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics

Journal Type :   Ulusal

Metrics
Article : 1.028
Cite : 282
2023 Impact : 0.025
Details
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics