DepDoubleTruncKS (Q7373477)
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Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DepDoubleTruncKS |
Kolmogorov-Smirnov Test for Dependently Double-Truncated Durations |
Statements
Performs the Kolmogorov-Smirnov-type goodness-of-fit test for exponential duration models under independent or dependently double-truncated sampling scheme using Farlie-Gumbel-Morgenstern ('FGM') copulas, as proposed by Toparkus and Weissbach (2026) <doi:10.1007/s10985-026-09722-0>. Provides functions for profile maximum likelihood estimation / score equation solving, computation of the two-dimensional Kolmogorov-Smirnov test statistic over the double-truncation parallelogram, simulation of the asymptotic Gaussian process limit distribution for critical values and p-value calculation, and synthetic dataset generation.
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7 August 2026
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