On estimated projection pursuit-type Crámer-Von Mises statistics

Lixing Zhu*, Kai Tai Fang, M. Ishaq Bhatti

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

12 Citations (Scopus)


This paper addresses the problem of testing for a multivariate distribution, which belongs to a known parametric distribution family. The estimated Crámer-Von Mises-type test statistics are constructed using projection pursuit technique. Some interested properties of the test statistics, like asymptotics, bootstrap approximations, and the tail behavior of the limits of test statistics are investigated. For computational reasons, an approximation via the number theoretic method to the extreme value and the integral on a super sphere surface is considered.

Original languageEnglish
Pages (from-to)1-14
Number of pages14
JournalJournal of Multivariate Analysis
Issue number1
Publication statusPublished - Oct 1997

Scopus Subject Areas

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty

User-Defined Keywords

  • Bootstrap
  • Number-theoretic method
  • Projection pursuit
  • Tail probability


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