摘要
THEGOODNESS-OF-FITTESTBYUSINGMULTIVARIATERANDOMWEIGHTING METHODTHEGOODNESS-OF-FITTESTBYUSINGMULTIVARIATERANDOMWEIGHTINGMETHOD...
In this paper we set up the asymptotic theory of multivariate random weighting empirical process,obtain its conditional central limit theorem.Applying these results and using Kolmogorov Smirnov statistics, we get the goodness-of-fit test for the multivariate unknown distribution function F(x).The multivariate Smirnov Cramer Von Mises test is constructed by using the random weighting method.