CAPASSO, MARCO; ALESSI, LUCIA; BARIGOZZI, MATTEO; … - In: Advances in Complex Systems (ACS) 12 (2009) 02, pp. 157-167
This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown parameters on each simulated Monte-Carlo sample —...