Dergiler / Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics / 2003 / Cilt: 52 - Sayı: 02 #74286
The Kolmogorov goodness-of-fit test of independence based on copulas
- Sayfa
- 1–1
- DOI
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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.