Journals / Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics / 2003 / Cilt: 52 - Sayı: 2
The Kolmogorov goodness-of-fit test of independence based on copulas
- Journal
- Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics
- Pages
- 21–27
- DOI
- —
Abstract
We present a method which reduces the Kolmogorov goodness-of-test of independence to the Kolmogorov-Smirnov one sample test. The null distribution of test statistic is the same as the Kolmogorov-Smirnov test statistic in this test of independence.