On the Cramér–Von Mises Statistic

 

Guardado en:
Bibliografiske detaljer
Autores: Martínez-Camblor, Pablo, Carleos, Carlos, Corral, Norberto
Format: artículo original
Status:Versión publicada
Fecha de Publicación:2012
Beskrivelse: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
Institution:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Sprog:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/2107
Online adgang: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