Note on the Cramer-von Mises test with estimated parameters

• Autores: Gennadi Martynov
• Localización: Publicationes Mathematicae Debrecen, ISSN 0033-3883, Tomus 76, Fasc. 3-4, 2010, págs. 341-364
• Idioma: inglés
• DOI: 10.5486/pmd.2010.4633
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• Resumen

  • The asymptotic distribution of the parametric Cramér-von Mises statistic depends on an unknown parameter. In 1955 it was stated (see [4]) that this dependence is absent for the distribution family with the location and scale parameters. We present here the second class of the parametric distribution families with such a property.

    This is the family with the power and scale parameters.