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Cramér-von Mises tests for independence
Authors:T De Wet
Abstract:In this paper recent results of Gregory (1977)Ann. Statist.5 110–123] are used to obtain the asymptotic null distribution of a weighted Cramér-von Mises type test for independence. We use approximate Bahadur slopes to find good weight functions for certain alternatives. Some percentage points of the asymptotic distribution are given.
Keywords:62E20  62H99  62G20  Tests for independence  weighted  asymptotic distribution  approximate slopes
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