so doing research @ moment, , wish test out accuracy of estimation methods. i'd apply goodness of fit test distributions. hoping matlab have native way this, or maybe wrote sort of code this.
now work follows: have multivariate modified pareto distribution n observations. after simulating it, have n m, matrix, m number of depended-pareto random variable.
i'd run this, generalized m-dimensions, or preferably kolmogorov-test.
in far, research found way copulas, not want.
i write own code, hoping there has been written , tested community.
so after waiting while, ended writing own function. if in need of this, or interested in contributing, here repo https://github.com/asosnovsky/matlab.multivariate.chi.test
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