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Rethinking the Kolmogorov-Smirnov test of Goodness of fit in a compositional way
dc.contributor.author | Monti, Gianna S. |
dc.contributor.author | Mateu Figueras, Gloria |
dc.contributor.author | Ortego Martínez, María Isabel |
dc.contributor.author | Pawlowsky Glahn, Vera |
dc.contributor.author | Egozcue Rubí, Juan José |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Enginyeria Civil i Ambiental |
dc.date.accessioned | 2019-10-10T10:57:13Z |
dc.date.available | 2019-10-10T10:57:13Z |
dc.date.issued | 2018 |
dc.identifier.citation | Monti, G. S. [et al.]. Rethinking the Kolmogorov-Smirnov test of Goodness of fit in a compositional way. A: Scientific meeting of the Italian Statistical Society. "49th Scientific meeting of the Italian Statistical Society (SIS 2018): Palermo, Italy: 20-22 june, 2018: book of short papers". Pearson, 2018, p. 1-6. |
dc.identifier.isbn | 9788891910233 |
dc.identifier.other | http://meetings3.sis-statistica.org/index.php/sis2018/49th/search/authors/view?firstName=Gianna&middleName=&lastName=Monti&affiliation=University%20of%20Milano%20Bicocca&country= |
dc.identifier.uri | http://hdl.handle.net/2117/169647 |
dc.description.abstract | The Kolmogorov Smirnov test (KS) is a well known test used to asses how a set of observations is significantly different from the probability model specified under the null hypothesis. The KS test statistic quantifies the distance between the empirical distribution function and the hypothetical one. The modification introduced in Monti et al. (2017) consists of computing the mentioned distances as Aitchison distances. In this contribution, we suggest a further modification of the latter test and investigate, by simulation, the asymptotic distribution of the proposed test statistic, checking the appropriateness of a Generalized Extreme Value (GEV) Distribution. The properties of the asymptotic distribution are studied via Monte Carlo simulations. |
dc.format.extent | 6 p. |
dc.language.iso | eng |
dc.publisher | Pearson |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Anàlisi numèrica::Modelització matemàtica |
dc.subject.lcsh | Numerical analysis--Simulation methods |
dc.subject.other | Generalized Extreme Value Distribution |
dc.subject.other | Aitchison distance |
dc.subject.other | Monte Carlo Simulations |
dc.title | Rethinking the Kolmogorov-Smirnov test of Goodness of fit in a compositional way |
dc.type | Conference report |
dc.subject.lemac | Anàlisi numèrica |
dc.contributor.group | Universitat Politècnica de Catalunya. COSDA-UPC - COmpositional and Spatial Data Analysis |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::65 Numerical analysis::65C Probabilistic methods, simulation and stochastic differential equations |
dc.rights.access | Open Access |
local.identifier.drac | 25516864 |
dc.description.version | Postprint (author's final draft) |
dc.relation.projectid | info:eu-repo/grantAgreement/MINECO//MTM2015-65016-C2-2-R/ES/TRANSFERENCIA DE METODOS DE DATOS COMPOSICIONALES A LAS CIENCIAS APLICADAS Y LA TECNOLOGIA/ |
dc.relation.projectid | info:eu-repo/grantAgreement/AGAUR/2017 SGR 656 |
local.citation.author | Monti, G. S.; Mateu, G.; Ortego, M.I.; Pawlowsky, V.; Egozcue, J. J. |
local.citation.contributor | Scientific meeting of the Italian Statistical Society |
local.citation.publicationName | 49th Scientific meeting of the Italian Statistical Society (SIS 2018): Palermo, Italy: 20-22 june, 2018: book of short papers |
local.citation.startingPage | 1 |
local.citation.endingPage | 6 |