An L_ 1-variant of the Cramér-von Mises test

DOI10.1016/0167-7152(95)00256-1MaRDI QIDQ1914286zbMATH OpenOpenAlexFDO

Authors 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

Anderson-Darling testCramer-Von Mises test statisticKolmogorov testL1-versionMonte-Carlo simulationone sample test of fit problempowerpower of tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Recommendations

• A note on the nonparametric test based on the \(L_ 1\)-version of the Cramér-von Mises statistic
• A new perspective on the cramér-von mises test
• On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative
• Note on the Cramér-von Mises test with estimated parameters
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
• A quantified version of the Dirichlet-Jordan test in \(L^ 1\)-norm

Cites work

• An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration

Cited in

(10)

• A note on the nonparametric test based on the \(L_ 1\)-version of the Cramér-von Mises statistic
• On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
• On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative
• A new perspective on the cramér-von mises test
• On the exact finite sample distribution of the \(L_{1}\)-FCvM test statistic
• Statistical properties of generalized discrepancies
• Tests of stochastic dominance with repeated measurements data
• Equivalence between Mallows and Girone-Cifarelli tests
• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1914286)