On the multivariate two-sample problem using strong approximations of the EDF

DOI10.1016/0047-259X(77)90062-8zbMath0381.62046MaRDI QIDQ1248304

Murray D. Burke

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (7)

New two-sample tests based on the integrated empirical copula processes ⋮ An extremal problem with applications to the problem of testing multivariate independence ⋮ Comparison of multivariate distributions using quantile-quantile plots and related tests ⋮ Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process ⋮ Some new multivariate tests of independence ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ On the asymptotic power of some k-sample statistics based on the multivariate empirical process

Cites Work

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• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Bivariate Exponential Distributions
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A new method to prove strassen type laws of invariance principle. II
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Some Concepts of Dependence
• Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions

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