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Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem

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Summary

Mises functional is extended for the two-sample problem. It is shown that the extended Mises functional also has the asymptotic property given by von Mises (1947,Ann. Math. Statist.,18, 309–348) and by Filippova (1962,Theory Prob. Appl.,7, 24–57) in the one-sample case. Asymptotic behavior ofU-statistic in the two-sample case, the statistic of Cramér-von Mises type for testing homogeneity and so forth are investigated as important examples of the theory.

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References

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The Institute of Statistical Mathematics

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Aki, S. Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem. Ann Inst Stat Math 33, 391–403 (1981). https://doi.org/10.1007/BF02480950

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  • DOI: https://doi.org/10.1007/BF02480950

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