Multivariate EDF tests for uniformity, normality,spherical and elliptical symetry, and independence based on a Brownian sheet deconstruction

Alejandra Cabaña, Enrique M. Cabaña

This paper extends a recently proposed family of EDF-based goodness-of-fit procedures for the hypercube $[0,1{]}^p$ - the m-test and the s-test - which are based on a unique deconstr…