Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
基于最小距离的实用 Kolmogorov–Smirnov 检验：韩国顶端收入份额的应用
We study Kolmogorov–Smirnov goodness-of-fit tests for evaluating distributional hypotheses where unknown parameters need to be fitted. Following the work of Pollard (1980), our approach uses a Cramér–von Mises minimum distance estimator for parameter estimation. The asymptotic null distribution of the resulting test statistic is represented by invariance principle arguments as a functional of a Brownian bridge in a simple regression format for which asymptotic critical…