Sequential Nonparametrics: Invariance Principles and Statistical Inference (Wiley Series in Probability and Statistics – Applied Probability and Statistics Section) - Hardcover

Sen, Pranab Kumar

 
9780471060130: Sequential Nonparametrics: Invariance Principles and Statistical Inference (Wiley Series in Probability and Statistics – Applied Probability and Statistics Section)

Synopsis

A thorough text on sequential nonparametrics, utilizing a unified martingale approach in the study of the invariance principles for nonparametric statistics. Contains formulations of sequential tests and estimators such as repeated significance and rank order tests. Shows how sequential confidence regions and asymptotically risk efficient point estimation procedures can be treated in a complete nonparametric set-up. Includes extensive bibliography.

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