An L1-variant of the Cramer-von Mises test

Statistics and Probability Letters

Volumn 26, Issue 1, 1996, Pages 91-96

  Schmid, Friedrich ^a   Trede, Mark ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Cramer von Mises test; L1 version; Power of tests of fit

Indexed keywords

EID: 0029692335     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00256-1     Document Type: Article

References (5)

1. D'Agostino, R.B. and M.A. Stephens, eds. (1986), Goodness-of-fit Techniques (Dekker, New York).
2. 1-norm of the Brownian bridge, Ann. Probab. 11, 807-808.
3. Rice, S.O. (1982), The integral of the absolute value of the pinned Wiener process - Calculation of its probability density by numerical integration, Ann. Probab. 10, 240-243.
4. Schmid, F. (1993), Measuring Interdistributional Inequality, mimeographed.
5. Shorack, G.R. and J.A. Wellner (1986), Empirical Processes with Application to Statistics (Wiley, New York).