Abstract

MARIıNEZ-CAMBLOR, Pablo; CARLEOS, Carlos  and  CORRAL, Norberto. On the Cramér-von Mises statistic. Rev. Mat [online]. 2012, vol.19, n.1, pp.89-101. ISSN 1409-2433.

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 Cramér-von Mises criterion (C_M). 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 C_M 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

Keywords : Cramér-von Mises criterion; empiric process; k-sample problem.

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