Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
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Publication:382740
DOI10.3103/S1066530713030046zbMath1411.60037MaRDI QIDQ382740
Publication date: 21 November 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items (7)
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ General tests of independence based on empirical processes indexed by functions ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests
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