The Kruskal-Wallis H test is a non-parametric test which is used in place of a one-way ANOVA. Essentially it is an extension of the Wilcoxon Rank-Sum test to more than two independent samples.
Although, as explained in Assumptions for ANOVA, one-way ANOVA is usually quite robust, there are many situations where the assumptions are sufficiently violated and so the Kruskal-Wallis test becomes quite useful: in particular, when:
Group sample strongly deviate from normal (this is especially relevant when sample sizes are small and unequal and data are not symmetric)
Group variances are quite different (especially when there are significant outliers)
Some characteristics of Kruskal-Wallis test are:
No assumptions are made about the type of underlying distribution.
However, it is assumed that all groups have a distribution with the same shape (i.e. a weaker version of homogeneity of variances).
No population parameters are estimated (and so there are no confidence intervals).