Multivariate extensions of the Anderson--Darling process.

DOI10.1016/S0167-7152(03)00111-1zbMath1116.60329MaRDI QIDQ1423166

Jean-Renaud Pycke

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

expansionLegendre functionsAnderson-Darling statisticKarhunen-LoéveIndependence test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15)

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