On the Cramér–Von Mises Statistic

 

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Detalles Bibliográficos
Autores: Martínez-Camblor, Pablo, Carleos, Carlos, Corral, Norberto
Formato: artículo original
Estado:Versión publicada
Fecha de Publicación:2012
Descripción:Probably, one of the most useful criterions in order to compare distribution functions is the one introduced by the researchers Harald Cramér and Richard Edler von Mises which is known as Cramérvon Mises criterion (CM). It has been applied on a vast variety of problems. In this work, the theory of empirical processes is applied in order to obtain the asymptotic distribution for the generalization to the k-sample problem of (CM) proposed by Kiefer. The quality of this approximation is also studied and some indications about how to obtain an approximation to the final P-value are also included.
País:Portal de Revistas UCR
Institución:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Lenguaje:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/2107
Acceso en línea:https://revistas.ucr.ac.cr/index.php/matematica/article/view/2107
Palabra clave:Cramér–von Mises criterion
empiric process
k-sample problem
Criterio de Cramér–von Mises
procesos empíricos
comparación de k-muestras