An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

Roger Mansuy

Statistics & Probability Letters, 2005, vol. 72, issue 2, 171-177

Abstract: Some generalizations of the Anderson-Darling statistics are presented, as well as their representations as functions of Bessel processes. Combining these results with some computations of Donati-Martin-Yor (Ann. Probab. 25(3) (1997) 1011-1058), standard results are recovered.

Keywords: Anderson-Darling; statistics; Quadratic; functionals; Bessel; processes (search for similar items in EconPapers)
Date: 2005
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