New procedure for applying the Cramér-von Mises test for parametric families of distributions
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Cites work
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 3524591 (Why is no real title available?)
- scientific article; zbMATH DE number 3551694 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- A generalized normal distribution
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Note on the Cramér-von Mises test with estimated parameters
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- On distribution-free goodness-of-fit testing of exponentiality
- Statistic Distribution Models for Some Nonparametric Goodness-of-Fit Tests in Testing Composite Hypotheses
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of the sample distribution function when parameters are estimated
- Weighted Cramér-von Mises test with estimated parameters
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