Journal article
On the limiting distribution of and critical values for an origin-invariant bivariate Cramér—von Mises-type statistic
Statistics & probability letters, Vol.20(3), pp.189-195
1994
DOI: 10.1016/0167-7152(94)90041-8
Abstract
The bivariate Cramér—von Mises statistic has been proposed as a basis for goodness-of-fit testing for continuous bivariate distributions. This statistic can be expressed as the integral, over the unit square
I
2, of the square of the bivariate uniform empirical process. For some time it apparently went unnoticed that this statistic's value is not ‘origin-invariant’, i.e., its value depends on which corner of
I
2 is identified as the origin. Zimmerman (1993) proposed a modification of the bivariate Cramér—von Mises statistic that does not suffer from this defect. In this paper this statistic's limiting null distribution is derived and tabulated using the principal component decomposition method.
Details
- Title: Subtitle
- On the limiting distribution of and critical values for an origin-invariant bivariate Cramér—von Mises-type statistic
- Creators
- Dale L Zimmerman - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Statistics & probability letters, Vol.20(3), pp.189-195
- Publisher
- Elsevier B.V
- DOI
- 10.1016/0167-7152(94)90041-8
- ISSN
- 0167-7152
- eISSN
- 1879-2103
- Language
- English
- Date published
- 1994
- Academic Unit
- Statistics and Actuarial Science; Biostatistics
- Record Identifier
- 9984257611502771
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