scientific article; zbMATH DE number 4163937

MaRDI QIDQ3490784zbMATH OpenFDO

Authors Kevin M. Beam, A. S. Paulson

Publication date 1990

zbMATH Keywords

characteristic functioncomposite hypothesispower studyvariance-covariance matrixprocedurestwo stage procedureone-tailed testbivariate resultsCramér-von Mises test for Gaussianitydeparture from Gaussianitymaximum likelihood estimates of the mean vectormaximum of the sum of squared discrepanciesspherical Gaussian variatestransformed empirical distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
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Cited in

(5)

• Some empirical distribution function tests for multivariate normality
• Multivariable goodness tests and approximation of the residues of quadratic forms
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• A Cramér-von Mises test for Gaussian processes
• scientific article; zbMATH DE number 2148832 (Why is no real title available?)

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