Note on the Cramér--von Mises test with estimated parameters
G. V. Martynov · Publicationes Mathematicae Debrecen · 2010
The asymptotic distribution of the parametric Cramér-von Mises statistic depends on an unknown parameter.In 1955 it was stated (see [4]) that this dependence is absent for the distribution family with the location and scale parameters.We present here the second class of the parametric distribution families with such a property.This is the family with the power and scale parameters.