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An L1-variant of the Cramer-von Mises test

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  • Schmid, Friedrich
  • Trede, Mark

Abstract

An L1-variant of the Cramer-von Mises test statistic for the one sample test of fit problem is presented. Quantiles of the sampling distribution under the null hypothesis are derived by Monte-Carlo Simulation. The power of the new test is compared to those of other, conventional one sample tests, such as the Cramer-von Mises test, the Anderson-Darling test, and the Kolmogorov test.

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File URL: http://www.sciencedirect.com/science/article/B6V1D-3VSCRK7-1R/2/426411ebd985fbc431c1c27d4b882614
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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 26 (1996)
Issue (Month): 1 (January)
Pages: 91-96

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Handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:91-96

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Related research

Keywords: L1-version Cramer-von Mises test Power of tests of fit;

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Cited by:
  1. Gregor WeiƟ, 2011. "Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study," Computational Statistics, Springer, vol. 26(1), pages 31-54, March.

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