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An approximation to the null distribution of a class of Cramér-von Mises statistics.

María-Dolores Jiménez-GameroM. V. Alba FernándezPedro JodráI. Barranco-Chamorro
Published in: Math. Comput. Simul. (2015)
Keyphrases
  • von mises
  • heavy tailed
  • closed form
  • multiscale
  • probability density function
  • gaussian distribution
  • conditional independence
  • input pattern
  • expected error