Michael Browne

Ohio State University (OSU)

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Modified Distribution-Free Goodness of Fit Test Statistic

Georgetown McDonough School of Business Research Paper No. 2697843
Number of pages: 17 Posted: 03 Dec 2015 Last Revised: 25 Dec 2015
Georgetown University - Robert Emmett McDonough School of BusinessINSEAD, Ohio State University (OSU) and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
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Abstract:

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covariance structures, distribution-free test statistic, asymptotics, chisquare distribution, ill-conditioned problem