Multivariate extensions of the Anderson-Darling process
We give the explicit Karhunen-Loeve expansion of a family of centered Gaussian processes including the Anderson-Darling process. An application is provided through the description of a Cramer-von Mises type test of independence.
Volume (Year): 63 (2003)
Issue (Month): 4 (July)
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- 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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