A multivariate Kolmogorov-Smornov test of goodnes of fit

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Abstract
This paper presents a distribution free multivariate Kolmogorov-Smirnov goodıness of fit test. The test uses an statistic which is built using Rosenblatt's transformation and an algorithm is developed to compute it in the bivariate case. An approximate test, that can be easily computed in any dimension, is also presented. The power of these multivariate tests is studied in a simulationı study.
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