The mutltidimensional Kolmogorov goodness-of-fit test
Roy Saunders, Purushottam W. Laud
Abstract
Roy Saunders, Purushottam W. Laud
Abstract
We present a goodness-of-fit test for multidimensional distributions which is a natural extension of the classical one-dimensional Kolmogorov test. The test is distribution free and the null distribution of the test statistic is the same as the univariate Kolmogorov test statistic in all higher dimensions.
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We present a goodness-of-fit test for multidimensional distributions which is a natural extension of the classical one-dimensional Kolmogorov test. The test is distribution free and the null distribution of the test statistic is the same as the univariate Kolmogorov test statistic in all higher dimensions.
Key concepts: Mathematics, Goodness of fit, Kolmogorov–Smirnov test, Statistics, Test (biology), Econometrics, Statistical hypothesis testing, Paleontology