An L1-variant of the Cramer-von Mises test

Friedrich Schmid and Mark Trede ()

Statistics & Probability Letters, 1996, vol. 26, issue 1, 91-96

Abstract: 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.

Keywords: L1-version; Cramer-von; Mises; test; Power; of; tests; of; fit (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (4)

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