The Kolmogorov goodness-of-fit test of independence based on copulas

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.

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  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics-Cover
  • ISSN: 1303-5991
  • Yayın Aralığı: Yılda 4 Sayı
  • Başlangıç: 1948
  • Yayıncı: Ankara Üniversitesi
Sayıdaki Diğer Makaleler

R. KESKİN

Bilgehan GÜVEN