Pages that link to "Item:Q1148057"
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The following pages link to Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process (Q1148057):
Displaying 13 items.
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- Testing for independence by the empirical characteristic function (Q1070713) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
- An extremal problem with applications to the problem of testing multivariate independence (Q2892913) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
