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An L1-variant of the Cramer-von Mises test

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  • Schmid, Friedrich
  • Trede, Mark

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.

Suggested Citation

  • Schmid, Friedrich & Trede, Mark, 1996. "An L1-variant of the Cramer-von Mises test," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 91-96, January.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:91-96
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    Cited by:

    1. Youndjé, É., 2018. "Equivalence between Mallows and Girone–Cifarelli tests," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 125-128.
    2. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.
    3. Angel G. Angelov & Magnus Ekström, 2023. "Tests of stochastic dominance with repeated measurements data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(3), pages 443-467, September.
    4. Gregor Weiß, 2011. "Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study," Computational Statistics, Springer, vol. 26(1), pages 31-54, March.

    More about this item

    Keywords

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

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