On the Limiting Distribution of and Critical Values for the Multivariate Cramer-Von Mises Statistic
Cotterill, Derek S. ; Csorgo, Miklos
Ann. Statist., Tome 10 (1982) no. 1, p. 233-244 / Harvested from Project Euclid
Let $Y_1, Y_2, \cdots, Y_n (n = 1, 2, \cdots)$ be independent random variables (r.v.'s) uniformly distributed over the $d$-dimensional unit cube, and let $\alpha_n(\cdot)$ be the empirical process based on this sequence of random samples. Let $V_{n, d}(\cdot)$ be the distribution function of the Cramer-von Mises functional of $\alpha_n(\cdot)$, and define $V_d(\cdot) = \lim_{n \rightarrow \infty} V_{n, d}(\cdot), \Delta_{n, d} = \sup_{0 < x < \infty}|V_{n, d}(x) - V_d(x)|$. We deduce that $\Delta_{n,d} = O(n^{-1}), d \geq 1$, and calculate also the "usual" levels of significance of the distribution function $V_d(\cdot)$ for $d = 2$ to 50, using expansion methods. Previously these were known only for $d = 1, 2, 3$.
Publié le : 1982-03-14
Classification:  Multivariate Cramer-von Mises statistic,  invariance principles,  62H10,  62H15,  60G15
@article{1176345706,
     author = {Cotterill, Derek S. and Csorgo, Miklos},
     title = {On the Limiting Distribution of and Critical Values for the Multivariate Cramer-Von Mises Statistic},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 233-244},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345706}
}
Cotterill, Derek S.; Csorgo, Miklos. On the Limiting Distribution of and Critical Values for the Multivariate Cramer-Von Mises Statistic. Ann. Statist., Tome 10 (1982) no. 1, pp.  233-244. http://gdmltest.u-ga.fr/item/1176345706/