ENGLISH

Statistical Tests of Nonparametric Hypotheses: Asymptotic Theory

By Odile Pons

Book information

Publisher
World Scientific Publishing Company
Year
2013
ISBN
981453174X, 9789814531740
Language
english
Format
PDF
Filesize
2 MB (2300221 bytes)
Edition
1
Pages
304\304
Scanned
yes
Time added
2015-07-18 16:33:23
Математика;Теория вероятностей и математическая ст

Description

An overview of the asymptotic theory of optimal nonparametric tests is presented in this book. It covers a wide range of topics: Neyman Pearson and LeCam's theories of optimal tests, the theories of empirical processes and kernel estimators with extensions of their applications to the asymptotic behavior of tests for distribution functions, densities and curves of the nonparametric models defining the distributions of point processes and diffusions. With many new test statistics developed for smooth curves, the reliance on kernel estimators with bias corrections and the weak convergence of the estimators are useful to prove the asymptotic properties of the tests, extending the coverage to semiparametric models. They include tests built from continuously observed processes and observations with cumulative intervals. Readership: Researchers and graduates in the field of probability and statistics, and biomathematics.

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