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Asymptotics of Multivariate Randomness Statistics

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  • Ghoudi, K.

Abstract

Kiefer considered the asymptotics of q-sample Cramer-von Mises statistics for a fixed q and sample sizes tending to infinity. For univariate observations, McDonald proved the asymptotic normality of these statistics when q goes to infinity while the sample sizes stay fixed. Here we define a class of multivariate randomness statistics that generalizes the class considered by McDonald. We also prove the asymptotic normality of such statistics when the sample sizes stay fixed while q tends to infinity.

Suggested Citation

  • Ghoudi, K., 1995. "Asymptotics of Multivariate Randomness Statistics," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 340-348, November.
    • Handle: RePEc:eee:jmvana:v:55:y:1995:i:2:p:340-348
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    Cited by:

    1. Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.

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