Title: A high dimensional Cramer-von Mises test
Authors: Mengyu Xu - University of Central Florida (United States) [presenting]
Abstract: A Cram\'er-von Mises type test is developed for testing distributions of high dimensional continuous data and establish an asymptotic theory for quadratic functions of high-dimensional stochastic processes. To obtain cutoff values of our tests, we introduce two different procedures to implement high-dimensional Cram\'er-von Mises test in practice: a plug-in calibration method and subsampling method. Theoretical justification and numerical studies of both approaches are provided.