{"id":"https://openalex.org/W2167546019","doi":"https://doi.org/10.1142/s0219525909002131","title":"ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS","display_name":"ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS","publication_year":2009,"publication_date":"2009-04-01","ids":{"openalex":"https://openalex.org/W2167546019","doi":"https://doi.org/10.1142/s0219525909002131","mag":"2167546019"},"language":"en","primary_location":{"id":"doi:10.1142/s0219525909002131","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219525909002131","pdf_url":null,"source":{"id":"https://openalex.org/S107361000","display_name":"Advances in Complex Systems","issn_l":"0219-5259","issn":["0219-5259","1793-6802","1793-9615","1793-9623"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Complex Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/11382/103221","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5079056156","display_name":"Marco Capasso","orcid":"https://orcid.org/0000-0003-2057-299X"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"MARCO CAPASSO","raw_affiliation_strings":["Tjalling C. Koopmans Research Institute, and Urban and Regional Research Centre Utrecht, Utrecht, The Netherlands"],"affiliations":[{"raw_affiliation_string":"Tjalling C. Koopmans Research Institute, and Urban and Regional Research Centre Utrecht, Utrecht, The Netherlands","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5068542837","display_name":"Lucia Alessi","orcid":null},"institutions":[{"id":"https://openalex.org/I153515283","display_name":"European Central Bank","ror":"https://ror.org/00ajckn66","country_code":"DE","type":"government","lineage":["https://openalex.org/I1320481043","https://openalex.org/I153515283"]},{"id":"https://openalex.org/I162290304","display_name":"Scuola Superiore Sant'Anna","ror":"https://ror.org/025602r80","country_code":"IT","type":"education","lineage":["https://openalex.org/I162290304"]}],"countries":["DE","IT"],"is_corresponding":false,"raw_author_name":"LUCIA ALESSI","raw_affiliation_strings":["European Central Bank, Frankfurt, Germany","Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy","European Central Bank, Frankfurt, Germany; Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy"],"affiliations":[{"raw_affiliation_string":"European Central Bank, Frankfurt, Germany","institution_ids":["https://openalex.org/I153515283"]},{"raw_affiliation_string":"Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy","institution_ids":["https://openalex.org/I162290304"]},{"raw_affiliation_string":"European Central Bank, Frankfurt, Germany; Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy","institution_ids":["https://openalex.org/I153515283","https://openalex.org/I162290304"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013616417","display_name":"Matteo Barigozzi","orcid":"https://orcid.org/0000-0001-9090-5708"},"institutions":[{"id":"https://openalex.org/I162290304","display_name":"Scuola Superiore Sant'Anna","ror":"https://ror.org/025602r80","country_code":"IT","type":"education","lineage":["https://openalex.org/I162290304"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"MATTEO BARIGOZZI","raw_affiliation_strings":["Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy","Max Planck Institute of Economics, Jena, Germany","Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy; Max Planck Institute of Economics, Jena, Germany"],"affiliations":[{"raw_affiliation_string":"Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy","institution_ids":["https://openalex.org/I162290304"]},{"raw_affiliation_string":"Max Planck Institute of Economics, Jena, Germany","institution_ids":[]},{"raw_affiliation_string":"Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy; Max Planck Institute of Economics, Jena, Germany","institution_ids":["https://openalex.org/I162290304"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066582682","display_name":"Giorgio Fagiolo","orcid":"https://orcid.org/0000-0001-5355-3352"},"institutions":[{"id":"https://openalex.org/I162290304","display_name":"Scuola Superiore Sant'Anna","ror":"https://ror.org/025602r80","country_code":"IT","type":"education","lineage":["https://openalex.org/I162290304"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"GIORGIO FAGIOLO","raw_affiliation_strings":["Laboratory of Economics and Management Sant'Anna School of Advanced Studies Pisa, Italy"],"affiliations":[{"raw_affiliation_string":"Laboratory of Economics and Management Sant'Anna School of Advanced Studies Pisa, Italy","institution_ids":["https://openalex.org/I162290304"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5079056156"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.0933,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.84354371,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"12","issue":"02","first_page":"157","last_page":"167"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/goodness-of-fit","display_name":"Goodness of fit","score":0.825434684753418},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.720209002494812},{"id":"https://openalex.org/keywords/empirical-distribution-function","display_name":"Empirical distribution function","score":0.6658812761306763},{"id":"https://openalex.org/keywords/statistic","display_name":"Statistic","score":0.6253550052642822},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.585780680179596},{"id":"https://openalex.org/keywords/test-statistic","display_name":"Test statistic","score":0.5727055072784424},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4998297691345215},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.49633556604385376},{"id":"https://openalex.org/keywords/mistake","display_name":"Mistake","score":0.4947482943534851},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4836210310459137},{"id":"https://openalex.org/keywords/anderson\u2013darling-test","display_name":"Anderson\u2013Darling test","score":0.4365941286087036},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4328742027282715},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.43108758330345154},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.4179522395133972},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.41735079884529114},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08613920211791992}],"concepts":[{"id":"https://openalex.org/C132480984","wikidata":"https://www.wikidata.org/wiki/Q2034239","display_name":"Goodness of fit","level":2,"score":0.825434684753418},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.720209002494812},{"id":"https://openalex.org/C98385598","wikidata":"https://www.wikidata.org/wiki/Q1339385","display_name":"Empirical distribution function","level":2,"score":0.6658812761306763},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.6253550052642822},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.585780680179596},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.5727055072784424},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4998297691345215},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49633556604385376},{"id":"https://openalex.org/C2777179996","wikidata":"https://www.wikidata.org/wiki/Q911222","display_name":"Mistake","level":2,"score":0.4947482943534851},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4836210310459137},{"id":"https://openalex.org/C187758679","wikidata":"https://www.wikidata.org/wiki/Q491401","display_name":"Anderson\u2013Darling test","level":4,"score":0.4365941286087036},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4328742027282715},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.43108758330345154},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.4179522395133972},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.41735079884529114},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08613920211791992},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1142/s0219525909002131","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219525909002131","pdf_url":null,"source":{"id":"https://openalex.org/S107361000","display_name":"Advances in Complex Systems","issn_l":"0219-5259","issn":["0219-5259","1793-6802","1793-9615","1793-9623"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Complex Systems","raw_type":"journal-article"},{"id":"pmh:oai:researchonline.lse.ac.uk:31119","is_oa":false,"landing_page_url":"https://doi.org/10.1142/S0219525909002131","pdf_url":null,"source":{"id":"https://openalex.org/S4306401594","display_name":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I909854389","host_organization_name":"London School of Economics and Political Science","host_organization_lineage":["https://openalex.org/I909854389"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"},{"id":"pmh:oai:RePEc:wsi:acsxxx:v:12:y:2009:i:02:n:s0219525909002131","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219525909002131","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:cris.unibo.it:11585/722365","is_oa":false,"landing_page_url":"http://hdl.handle.net/11585/722365","pdf_url":null,"source":{"id":"https://openalex.org/S4306402579","display_name":"Archivio istituzionale della ricerca (Alma Mater Studiorum Universit\u00e0 di Bologna)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210117483","host_organization_name":"Istituto di Ematologia di Bologna","host_organization_lineage":["https://openalex.org/I4210117483"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:www.iris.sssup.it:11382/103221","is_oa":true,"landing_page_url":"http://hdl.handle.net/11382/103221","pdf_url":null,"source":{"id":"https://openalex.org/S4377196376","display_name":"CINECA IRIS Institutional Research Information System (Sant'Anna School of Advanced Studies)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I162290304","host_organization_name":"Scuola Superiore Sant'Anna","host_organization_lineage":["https://openalex.org/I162290304"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:www.iris.sssup.it:11382/103221","is_oa":true,"landing_page_url":"http://hdl.handle.net/11382/103221","pdf_url":null,"source":{"id":"https://openalex.org/S4377196376","display_name":"CINECA IRIS Institutional Research Information System (Sant'Anna School of Advanced Studies)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I162290304","host_organization_name":"Scuola Superiore Sant'Anna","host_organization_lineage":["https://openalex.org/I162290304"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W46784337","https://openalex.org/W597511998","https://openalex.org/W1498464051","https://openalex.org/W1589710032","https://openalex.org/W1964934442","https://openalex.org/W1989104209","https://openalex.org/W1990701202","https://openalex.org/W1999031770","https://openalex.org/W2000305036","https://openalex.org/W2011484769","https://openalex.org/W2025483504","https://openalex.org/W2054250120","https://openalex.org/W2069353545","https://openalex.org/W2084719311","https://openalex.org/W2085600399","https://openalex.org/W2094262185","https://openalex.org/W2142544775","https://openalex.org/W2147417743","https://openalex.org/W2152828142","https://openalex.org/W2166481425","https://openalex.org/W2295269472","https://openalex.org/W2502254989","https://openalex.org/W2945414818","https://openalex.org/W3021544465","https://openalex.org/W4206302131","https://openalex.org/W4232792366","https://openalex.org/W4239953570","https://openalex.org/W4251428492","https://openalex.org/W4255375128"],"related_works":["https://openalex.org/W1534661871","https://openalex.org/W1956489973","https://openalex.org/W4382599617","https://openalex.org/W2104316150","https://openalex.org/W1976009576","https://openalex.org/W2948744978","https://openalex.org/W4234102824","https://openalex.org/W1987208043","https://openalex.org/W4233343816","https://openalex.org/W2739245009"],"abstract_inverted_index":{"This":[0],"paper":[1],"discusses":[2],"some":[3,59],"problems":[4],"possibly":[5],"arising":[6],"when":[7],"approximating":[8],"via":[9],"Monte-Carlo":[10,35],"simulations":[11],"the":[12,20,47,64,81],"distributions":[13],"of":[14,66],"goodness-of-fit":[15],"test":[16,48],"statistics":[17],"based":[18],"on":[19,32],"empirical":[21],"distribution":[22],"function.":[23],"We":[24],"argue":[25],"that":[26,63],"failing":[27],"to":[28,41,45,53,73],"re-estimate":[29],"unknown":[30],"parameters":[31],"each":[33],"simulated":[34],"sample":[36,82],"\u2014":[37,50],"and":[38,76],"thus":[39],"avoiding":[40],"employ":[42],"this":[43,67],"information":[44],"build":[46],"statistic":[49],"may":[51,70],"lead":[52],"wrong,":[54],"overly-conservative.":[55],"Furthermore,":[56],"we":[57],"present":[58],"simple":[60],"examples":[61],"suggesting":[62],"impact":[65],"possible":[68],"mistake":[69],"turn":[71],"out":[72],"be":[74],"dramatic":[75],"does":[77],"not":[78],"vanish":[79],"as":[80],"size":[83],"increases.":[84]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":4}],"updated_date":"2026-03-10T16:38:18.471706","created_date":"2025-10-10T00:00:00"}