Asymptotics of Multivariate Randomness Statistics

K. Ghoudi

Journal of Multivariate Analysis, 1995, vol. 55, issue 2, 340-348

Abstract: Kiefer considered the asymptotics of q-sample Cramer-von Mises statistics for a fixed q and sample sizes tending to infinity. For univariate observations, McDonald proved the asymptotic normality of these statistics when q goes to infinity while the sample sizes stay fixed. Here we define a class of multivariate randomness statistics that generalizes the class considered by McDonald. We also prove the asymptotic normality of such statistics when the sample sizes stay fixed while q tends to infinity.

Date: 1995
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