scientific article; zbMATH DE number 4163937

zbMATH Open0708.62046MaRDI QIDQ3490784FDOQ3490784

Authors: Kevin M. Beam, A. S. Paulson 

Publication date: 1990

Title of this publication is not available (Why is that?)

Recommendations

• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• Some empirical distribution function tests for multivariate normality
• A multivariate Kolmogorov-Smirnov test of goodness of fit
• A note on goodness-of-fit statistics with asymptotically normal distributions
• A Cramér-von Mises test for Gaussian processes

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)

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
• Title not available (Why is that?)

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