Orthogonal expansions for the generalized Cramér-von Mises statistics

We provide a new proof for the representation of Cramér-von Mises statistics under (known) gamma and normal distributions. The new method uses orthogonal polynomials and provides an explicit form of the statistics from which the asymptotic distribution can be calculated. Copyright Springer-Verlag 2004

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Year of publication:	2004
Authors:	López-Blázquez, Fernando ; Castaño-Martínez, Antonia
Published in:	Metrika. - Springer. - Vol. 60.2004, 3, p. 211-221
Publisher:	Springer
Subject:	Cramér-von Mises family \| goodness of fit \| normal distribution \| gamma distribution \| orthogonal polynomials

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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