The Cramer-Smirnov Test in the Parametric Case
Darling, D. A.
Ann. Math. Statist., Tome 26 (1955) no. 4, p. 1-20 / Harvested from Project Euclid
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The "goodness of fit" problem, consisting of comparing the empirical and hypothetical cumulative distribution functions (cdf's), is treated here for the case when an auxiliary parameter is to be estimated. This extends the Cramer-Smirnov and von Mises test to the parametric case, a suggestion of Cramer [1], see also [2]. The characteristic function of the limiting distribution of the test function is found by consideration of a Guassian stochastic process.
Publié le : 1955-03-14
Classification:  
@article{1177728589,
     author = {Darling, D. A.},
     title = {The Cramer-Smirnov Test in the Parametric Case},
     journal = {Ann. Math. Statist.},
     volume = {26},
     number = {4},
     year = {1955},
     pages = { 1-20},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728589}
}

Darling, D. A. The Cramer-Smirnov Test in the Parametric Case. Ann. Math. Statist., Tome 26 (1955) no. 4, pp.  1-20. http://gdmltest.u-ga.fr/item/1177728589/