Limit Theorems Associated with Variants of the Von Mises Statistic
Rosenblatt, M.
Ann. Math. Statist., Tome 23 (1952) no. 4, p. 617-623 / Harvested from Project Euclid
A multidimensional analogue of the von Mises statistic is considered for the case of sampling from a multidimensional uniform distribution. The limiting distribution of the statistic is shown to be that of a weighted sum of independent chi-square random variables with one degree of freedom. The weights are the eigenvalues of a positive definite symmetric function. A modified statistic of the von Mises type useful in setting up a two sample test is shown to have the same limiting distribution under the null hypothesis (both samples come from the same population with a continuous distribution function) as that of the one-dimensional von Mises statistic. We call the statistics mentioned above von Mises statistics because they are modifications of the $\omega^2$ criterion considered by von Mises [5]. The paper makes use of elements of the theory of stochastic processes.
Publié le : 1952-12-14
Classification: 
@article{1177729341,
     author = {Rosenblatt, M.},
     title = {Limit Theorems Associated with Variants of the Von Mises Statistic},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 617-623},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729341}
}
Rosenblatt, M. Limit Theorems Associated with Variants of the Von Mises Statistic. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  617-623. http://gdmltest.u-ga.fr/item/1177729341/