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Overcoming negativity problems for Cramer-von Mises variance estimators.
Christos Alexopoulos
Byeong-Yun Chang
David Goldsman
Sungjoo Lee
William S. Marshall
Published in:
Int. J. Simul. Process. Model. (2008)
Keyphrases
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von mises
gaussian distribution
probability density function
heavy tailed
knn