An \(L_ 1\)-variant of the Cramér-von Mises test

DOI10.1016/0167-7152(95)00256-1zbMath0843.62057OpenAlexW2060537120MaRDI QIDQ1914286

Friedrich Schmid, Mark Trede

Publication date: 21 August 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00256-1

zbMATH Keywords

powerMonte-Carlo simulationAnderson-Darling testpower of testsKolmogorov testCramer-Von Mises test statisticL1-versionone sample test of fit problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (6)

Tests of stochastic dominance with repeated measurements data ⋮ Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison ⋮ On the Exact Finite Sample Distribution of theL₁-FCvM Test Statistic ⋮ Statistical properties of generalized discrepancies ⋮ Equivalence between Mallows and Girone-Cifarelli tests ⋮ Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study

Cites Work

• An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
• The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
• Unnamed Item
• Unnamed Item

This page was built for publication: An \(L_ 1\)-variant of the Cramér-von Mises test