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

Authors : Bilgehan GÜVEN

Pages : 0-0

Doi:10.1501/Commua1_0000000350

View : 18 | Download : 13

Publication Date : 2003-01-01

Article Type : Research Paper

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 : Kolmogorov goodness, independence based, copulas