Multivariate extensions of the Anderson-Darling process
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References listed on IDEAS
- Deheuvels, Paul, 1981. "An asymptotic decomposition for multivariate distribution-free tests of independence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 102-113, March.
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- Chiragiev, Arthur & Landsman, Zinoviy, 2009. "Multivariate flexible Pareto model: Dependency structure, properties and characterizations," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1733-1743, August.
- Pycke, J.-R., 2007. "U-statistics based on the Green's function of the Laplacian on the circle and the sphere," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 863-872, May.
More about this item
KeywordsAnderson-Darling statistic Independence test Karhunen-Loeve expansion Legendre functions;
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