An L1-variant of the Cramer-von Mises test

An L1-variant of the Cramer-von Mises test statistic for the one sample test of fit problem is presented. Quantiles of the sampling distribution under the null hypothesis are derived by Monte-Carlo Simulation. The power of the new test is compared to those of other, conventional one sample tests, such as the Cramer-von Mises test, the Anderson-Darling test, and the Kolmogorov test.

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Year of publication:	1996
Authors:	Schmid, Friedrich ; Trede, Mark
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 1, p. 91-96
Publisher:	Elsevier
Keywords:	L1-version Cramer-von Mises test Power of tests of fit

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254192