An L1-variant of the Cramer-von Mises test
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.
Volume (Year): 26 (1996)
Issue (Month): 1 (January)
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