Keywords
Random variateMathematicsStatisticsTest (biology)Sample (material)EconometricsRandom variable
Related Publications
Can test statistics in covariance structure analysis be trusted?
Covariance structure analysis uses chi 2 goodness-of-fit test statistics whose adequacy is not known. Scientific conclusions based on models may be distorted when researchers vi...
Bootstrap Methods: Another Look at the Jackknife
We discuss the following problem: given a random sample $\\mathbf{X} = (X_1, X_2, \\cdots, X_n)$ from an unknown probability distribution $F$, estimate the sampling distribution...
Efficient R-Estimation of Principal and Common Principal Components
We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of common principal components, in the m-sample cases. Those estimator...
Scaled test statistics and robust standard errors for non‐normal data in covariance structure analysis: A Monte Carlo study
Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under sever...
Robust Estimation of a Location Parameter
This paper contains a new approach toward a theory of robust estimation; it treats in detail the asymptotic theory of estimating a location parameter for contaminated normal dis...
Publication Info
- Year
- 1969
- Type
- article
- Volume
- 40
- Issue
- 1
- Pages
- 1-23
- Citations
- 144
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
144
OpenAlex
Cite This
Peter J. Bickel
(1969).
A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case.
The Annals of Mathematical Statistics
, 40
(1)
, 1-23.
https://doi.org/10.1214/aoms/1177697800
Identifiers
- DOI
- 10.1214/aoms/1177697800