Asymptotic Efficiency of Nonparametric Tests

Name: Asymptotic Efficiency of Nonparametric Tests
Price: 118.11 USD
Availability: InStock
ISBN: 9780521470292

ISBN-10: 0521470293

ISBN-13: 9780521470292

Edition: 1995

Authors: Yakov Nikitin

List price: $140.00

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Description:

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 characterization problems based on recent…

Book details

List price: $140.00
Copyright year: 1995
Publisher: Cambridge University Press
Publication date: 6/30/1995
Binding: Hardcover
Pages: 296
Size: 6.30" wide x 9.33" long x 0.94" tall
Weight: 1.298
Language: English

Yakov Nikitin graduated from the University of St.Petersburg in 1968. He is currently the Head of Department of Probability and Statistics in this University. He is the author of more than 120 publications and a monograph entitled Asymptotic Efficiency of Nonparametric Tests (Cambridge, 1995). He is a Fellow of the Institute of Mathematical Statistics (2002).



Introduction



Asymptotic efficiency of statistical tests and mathematical means for its computation



Asymptotic efficiency of nonparametric goodness-of-fit tests



Asymptotic efficiency of nonparametric homogeneity tests



Asymptotic efficiency of nonparametric symmetry tests



Asymptotic efficiency of nonparametric independence tests



Local asymptotic optimality of nonparametric tests and the characterisation of distributions