Work

An Innovation Approach to Goodness-of-Fit Tests in $R^m$

Year: 1988

Type: article

Abstract: We present a solution to the goodness-of-fit problem for multivariate observations, using the innovation process for the (sequential) empirical distribution function with respect to a conveniently chosen linear ordering or scanning system in $R^m$.

Source: The Annals of Statistics

DOI: 10.1214/aos/1176351051

Author: E. V. Khmaladze

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W214367018

FWCI: 0.471

Cites:

Cited by: 82

Related to: 10