Cramer-Von Mises Statistics for Testing the Equality of Two Distributions
In the study, two projected integrated empirical processes for testing the equality of two multivariate distributions are introduced. The bootstrap is used for determining the approximate critical values. The result shows that the test statistics and their bootstrap version have the same limit if the null hypothesis is true. A number-theoretic method is applied to the simulation of efficient computation of the bootstrap critical values.
KeywordsBootstrap Integrated empirical distribution function Integrated empirical process Number-theoretic methods Projection pursuit
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