Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation

model validation equivalence testing confidence interval for the Cramér-von Mises distance neighbourhood-of-exponentiality test representation of Cramér-von Mises distance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

Approximation Theorems of Mathematical Statistics
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
Recent and classical tests for exponentiality: a partial review with comparisons
A class of consistent tests for exponentiality based on the empirical Laplace transform
Title not available (Why is that?)
Testing Statistical Hypotheses of Equivalence and Noninferiority
Some Methodological Aspects of Validation of Models in Nonparametric Regression
Consistency and Unbiasedness of Certain Nonparametric Tests
A test for normality based on the empirical characteristic function
A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence
A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms
Asymptotic results for goodness-of-fit statistics with unknown parameters
Optimal testing of equivalence hypotheses
Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships
On Lehmann's Two-Sample Test
On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative
Title not available (Why is that?)

Cited In (10)

Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
Robust multivariate nonparametric tests via projection averaging
Statistical inference for \(L^2\)-distances to uniformity
Testing normality via a distributional fixed point property in the Stein characterization
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
Compounded inverse Weibull distributions: Properties, inference and applications
Equivalence tests for multinomial data based on \(\phi\)-divergences
A new characterization of the Gamma distribution and associated goodness-of-fit tests
Cramér-von-Mises tests for the distribution of the excess over a confidence level
A new convexity-based inequality, characterization of probability distributions, and some free-of-distribution tests

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