Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process

Miklós Csörgo

Journal of Multivariate Analysis, 1979, vol. 9, issue 1, 84-100

Abstract: Hoeffding (Ann. Math. Statist. 1948) and Blum, Kiefer and Rosenblatt (Ann. Math. Statist. 1961) constructed distribution free tests of independence based on a multivariate empirical process. We establish strong invariance principles for the latter and also for appropriate functionals of it.

Keywords: Multivariate; empirical; processes; multitime; parameter; Gaussian; Processes; distribution; free; tests; of; independence (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(79)90068-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:9:y:1979:i:1:p:84-100

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().