An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

DOI10.1016/J.SPL.2005.01.001MaRDI QIDQ1779673zbMATH OpenOpenAlexFDO

Authors Roger Mansuy

Publication date 1 June 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.01.001

zbMATH Keywords

Bessel processesQuadratic functionals

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic processes (60G99)

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• A Test of Goodness of Fit
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes
• Some Brownian functionals and their laws

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(2)

• scientific article; zbMATH DE number 36680 (Why is no real title available?)
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