On estimated projection pursuit-type Crámer-von Mises statistics

DOI10.1006/jmva.1997.1673zbMath0889.62055OpenAlexW1977022710MaRDI QIDQ1372213

M. Ishaq Bhatti, Kai-Tai Fang, Li Xing Zhu

Publication date: 5 June 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1673

zbMATH Keywords

bootstraptail probabilitynumber-theoretic method

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (9)

Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ Depth functions as measures of representativeness ⋮ Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models ⋮ Diagnostic checking for multivariate regression models ⋮ Robust multivariate nonparametric tests via projection averaging ⋮ A new test for multivariate normality ⋮ Projection quantile correlation and its use in high-dimensional grouped variable screening ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

• Bootstrapping general empirical measures
• Projection pursuit
• Confidence sets for a multivariate distribution
• Central limit theorems for empirical measures
• Some nonparametric methods for changepoint problems
• Convergence of stochastic processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On estimated projection pursuit-type Crámer-von Mises statistics