ENGLISH

Asymptotic Efficiency of Nonparametric Tests

By Yakov Nikitin

Book information

Publisher
Cambridge University Press
Year
1995
ISBN
9780511530081, 0521470293, 0521115922, 0511530080, 9780521115926, 9780521470292
LCC
QA278.8 .N55 1995
Open Library ID
OL1084972M
Language
english
Format
DJVU
Filesize
1 MB (1532895 bytes)
Pages
292\292
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

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 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.

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