Computing asymptotic p-values for EDF tests
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In this paper the problem of computingp-values for the asymptotic distribution of certain goodness-of-fit test statistics based on the empirical distribution is approached via quadrature. Through examples it is shown that this approach can lead to considerable time savings over the standard practice of discretizing the underlying eigenvalue problem.
KeywordsCramer-von Mises statistics quadrature, goodness-of-fit
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