Document Type

Journal Article

Department/Unit

Department of Mathematics

Language

English

Abstract

A class of statistics for testing the goodness-of-fit for any multivariate continuous distribution is proposed. These statistics consider not only the goodness-of-fit of the joint distribution but also the goodness-of-fit of all marginal distributions, and can be regarded as generalizations of the multivariate Cramér–von Mises statistic. Simulation shows that these generalizations, using the Monte Carlo test procedure to approximate their finite-sample p-values, are more powerful than the multivariate Kolmogorov–Smirnov statistic

Publication Date

9-1-2009

Source Publication Title

Computational Statistics & Data Analysis

Volume

53

Issue

11

Start Page

3817

End Page

3834

Publisher

Elsevier

Peer Reviewed

1

Copyright

Copyright © 2009 Elsevier B.V. All rights reserved.

Funder

This research was partially supported by grants from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project Numbers HKBU200605 and HKBU200807) and an FRG grant of the Hong Kong Baptist University.

DOI

10.1016/j.csda.2009.04.004

Link to Publisher's Edition

http://dx.doi.org/10.1016/j.csda.2009.04.004

ISSN (print)

0167-9473

Included in

Mathematics Commons

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