Abstract
We present a solution to the goodness-of-fit problem for multivariate observations, using the innovation process for the (sequential) empirical distribution function with respect to a conveniently chosen linear ordering or scanning system in $R^m$.
Citation
E. V. Khmaladze. "An Innovation Approach to Goodness-of-Fit Tests in $R^m$." Ann. Statist. 16 (4) 1503 - 1516, December, 1988. https://doi.org/10.1214/aos/1176351051
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