An Innovation Approach to Goodness-of-Fit Tests in $R^m$
Khmaladze, E. V.
Ann. Statist., Tome 16 (1988) no. 1, p. 1503-1516 / Harvested from Project Euclid
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We present a solution to the goodness-of-fit problem for multivariate observations, using the innovation process for the (sequential) empirical distribution function with respect to a conveniently chosen linear ordering or scanning system in $R^m$.
Publié le : 1988-12-14
Classification:  Empirical processes,  multivariate innovation process,  Doob transformation,  62G10,  62F03 
@article{1176351051,
     author = {Khmaladze, E. V.},
     title = {An Innovation Approach to Goodness-of-Fit Tests in $R^m$},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 1503-1516},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176351051}
}

Khmaladze, E. V. An Innovation Approach to Goodness-of-Fit Tests in $R^m$. Ann. Statist., Tome 16 (1988) no. 1, pp.  1503-1516. http://gdmltest.u-ga.fr/item/1176351051/