Two remarks on the multivariate statistic χ 2

DOI10.1515/DMA.1999.9.6.645MaRDI QIDQ4522848zbMATH OpenOpenAlexFDO

Authors Boris I. Selivanov, V. P. Chistyakov

Publication date 4 January 2001

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma.1999.9.6.645

zbMATH Keywords

weak convergencemultivariate normalchi-squarepolynomial trials

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(12)

• The sequential chi-square test based on s-tuples of states of a Markov chain
• Limit distributions of the \(\chi ^{2}\) statistic of K. Pearson in a sequence of independent trials
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• Multivariate chi-square distribution for non-homogeneous polynomial scheme
• On the multivariate asymptotic distribution of sequential chi-square statistics
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• A family of multivariate <I>χ</I><SUP>2</SUP>-statistics
• On some \(\chi^2\)-type statistics functionally depending on estimators of unknown parameters
• A moving chi-square
• On a class of statistics of polynomial samples

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