Weighted multivariate Cramér-von Mises-type statistics

Abstract

In this paper, we consider weighted quadratic functionals of the multivariate uniform empirical process. By deriving the Karhunen-Loève expansion of the corresponding limiting Gaussian process, we obtain the asymptotic distribution of these statistics. Our results have direct applications to tests of goodness of fit and tests of independence by Cramér-von Mises-type statistics.