Goodness of Fit Problem and Scanning Innovation Martingales
拟合优度问题与扫描新息鞅
This paper is mainly devoted to the following statistical problem: in the case of random variables of any finite dimension and both simple or parametric hypotheses, how to construct convenient "empirical" processes which could provide the basis for goodness of fit tests-more or less in the same way as the uniform empirical process does in the case of simple hypothesis and scalar random variables. The solution of this problem is connected here with the theory of…