The limiting distribution of a test for multivariate structure

DOI10.1016/S0378-3758(01)00276-2zbMath0992.62017MaRDI QIDQ1611828

Fred W. Huffer, Cheolyong Park

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

testing for independencetesting for multivariate normalitydetecting structure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Contingency tables (62H17)

Related Items (1)

A test for elliptical symmetry

Cites Work

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• Some limit theorems for empirical processes (with discussion)
• Some conditional limit theorems in exponential families
• Unified large-sample theory of general chi-squared statistics for tests of fit
• Central limit theorems for empirical measures
• Weak convergence and empirical processes. With applications to statistics
• Some new tests for multivariate normality
• Chi-square tests for multivariate normality with application to common stock prices
• General chi-square goodness-of-fit tests with data-dependent cells
• A test for multivariate structure
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit

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