Asymptotic Efficiency of Nonparametric Tests

Language: English

Published by Cambridge University Press, GB, 2009

0521115922 / 9780521115926

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Making a substantiated choice of the most efficient statistical test is one of the basic problems of statistics. Asymptotic efficiency is an indispensable technique for comparing and ordering statistical tests in large samples. It is especially useful in nonparametric statistics where it is usually necessary to rely on heuristic tests. This monograph presents a unified treatment of the analysis and calculation of the asymptotic efficiencies of nonparametric tests. Powerful new methods are developed to evaluate explicitly different kinds of efficiencies. Of particular interest is the description of domains of the Bahadur local optimality and related characterisation problems based on recent research by the author. Other Russian results are also published here for the first time in English. Researchers, professionals and students in statistics will find this book invaluable.

Seller Inventory # LU-9780521115926

Title
Asymptotic Efficiency of Nonparametric Tests
Author
Yakov Nikitin
Publisher
Cambridge University Press, GB
Publication year
2009
Condition
New
Binding
Paperback
Language
English
ISBN 10
0521115922
ISBN 13
9780521115926
Item weight
440 grams

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