Asymptotic Distributions for Quadratic Forms with Applications to Tests of Fit
de Wet, T. ; Venter, J. H.
Ann. Statist., Tome 1 (1973) no. 2, p. 380-387 / Harvested from Project Euclid
Let $Z_1, Z_2,\cdots$, be independent and identically distributed random variables and $\{c_{ijn}\}$ real numbers; put $T_n = \sum^n_{i,j = 1} c_{ijn}Z_iZ_j$. This paper gives conditions under which the distribution of $T_n - ET_n$ converges to the distribution of $\sum \Upsilon_m(Y_m^2 - 1)$ with $\{\Upsilon_m\}$ a real sequence and $Y_1, Y_2,\cdots$ independent $N(0, 1)$ random variables. The results are applied to the calculation of the asymptotic distributions of test criteria of the form $Q_n^W = \sum \lbrack F_0(X_{kn}) - k/n + 1\rbrack^2W(k/n + 1)$ for testing the hypothesis that $X_{1n}, X_{2n},\cdots, X_{nn}$ are the order statistics of an independent sample from the distribution function $F_0$; here $W$ is a weight function.
Publié le : 1973-03-14
Classification:  Asymptotic distributions,  quadratic forms,  tests of fit,  Cramer-von Mises-Smirnov statistics,  62E20,  60F99
@article{1176342378,
     author = {de Wet, T. and Venter, J. H.},
     title = {Asymptotic Distributions for Quadratic Forms with Applications to Tests of Fit},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 380-387},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342378}
}
de Wet, T.; Venter, J. H. Asymptotic Distributions for Quadratic Forms with Applications to Tests of Fit. Ann. Statist., Tome 1 (1973) no. 2, pp.  380-387. http://gdmltest.u-ga.fr/item/1176342378/