STRONG APPROXIMATIONS OF THE HOEFFDING, BLUM, KIEFER, ROSENBLATT MULTIVARIATE EMPIRICAL PROCESS

被引：14

作者：

CSORGO, M

机构：

[1] Carleton University, Ottawa

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 01期

关键词：

distribution free tests of independence; multitime parameter Gaussian Processes; Multivariate empirical processes;

D O I：

10.1016/0047-259X(79)90068-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Hoeffding (Ann. Math. Statist. 1948) and Blum, Kiefer and Rosenblatt (Ann. Math. Statist. 1961) constructed distribution free tests of independence based on a multivariate empirical process. We establish strong invariance principles for the latter and also for appropriate functionals of it. © 1979.

引用

页码：84 / 100

页数：17

共 15 条

[1]

BLUM JR, 1961, ANN MATH STAT, V32, P485, DOI 10.1214/aoms/1177705055

[2] AN ASYMPTOTIC REPRESENTATION OF SAMPLE DISTRIBUTION FUNCTION [J].

BRILLINGER, DR .

BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1969, 75 (03) :545-+

[3] MULTIVARIATE 2-SAMPLE PROBLEM USING STRONG APPROXIMATIONS OF EDF [J].

BURKE, MD .

JOURNAL OF MULTIVARIATE ANALYSIS, 1977, 7 (04) :491-511

[4]

COTTERILL DS, 1979, THESIS CARLETON U

[5]

CSORGO M, 1975, Z WAHRSCHEINLICHKEIT, V31, P261, DOI 10.1007/BF00532866

[6]

CSORGO M, 1976, EMPIRICAL DISTRIBUTI, P1

[7]

DUGUE D, 1969, MULTIVARIATE ANAL, V2, P289

[8]

Durbin J., 1970, NONPARAMETRIC TECHNI, P435

[9] ASYMPTOTIC MINIMAX CHARACTER OF THE SAMPLE DISTRIBUTION FUNCTION AND OF THE CLASSICAL MULTINOMIAL ESTIMATOR [J].

DVORETZKY, A ;

KIEFER, J ;

WOLFOWITZ, J .

ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03) :642-669

[10] A NON-PARAMETRIC TEST OF INDEPENDENCE [J].

HOEFFDING, W .

ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (04) :546-557

← 1 2 →