Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process

Hoeffding (Ann. Math. Statist. 1948) and Blum, Kiefer and Rosenblatt (Ann. Math. Statist. 1961) constructed distribution free tests of independence based on a multivariate empirical process. We establish strong invariance principles for the latter and also for appropriate functionals of it.

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Year of publication:	1979
Authors:	Csörgo, Miklós
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 1, p. 84-100
Publisher:	Elsevier
Keywords:	Multivariate empirical processes multitime parameter Gaussian Processes distribution free tests of independence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021310