The limiting distribution of a test for multivariate structure

Journal of Statistical Planning and Inference

Volumn 105, Issue 2, 2002, Pages 417-431

  Huffer, Fred W ^a   Park, Cheolyong ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b Keimyung University   (South Korea)

Author keywords

Contingency table; Detecting structure; Testing for independence; Testing for multivariate normality

Indexed keywords

EID: 0036643814     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00276-2     Document Type: Article

References (13)

1. 2 tests for goodness of fit
2. Central limit theorems for empirical measures
3. Some limit theorems for empirical processes
4. Some conditional limit theorems in exponential families
5. A test for multivariate structure
6. Unified large-sample theory of general chi-squared statistics for tests of fit
7. Chi-squared tests for multivariate normality with application to common stock prices
8. General chi-square goodness-of-fit tests with data-dependent cells
9. Some new tests for multivariate normality
10. Weak Convergence and Empirical Processes With Applications to Statistics
11. 2 goodness-of-fit test for normal distributions