Kolmogorov-Smirnov Test for Dependently Double-Truncated
Durations
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) . 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.