An innovation approach to goodness-of-fit tests in \(R^ m\)
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Publication:1119311
DOI10.1214/aos/1176351051zbMath0671.62048OpenAlexW2083542720MaRDI QIDQ1119311
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351051
Doob-Meyer decompositionempirical processestransformationKolmogorov-Smirnov statisticsDoobmultivariate innovation process
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