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Asymptotic Efficiency of Nonparametric Tests - Yakov Nikitin

Asymptotic Efficiency of Nonparametric Tests

Hardcover Published: 30th June 1995
ISBN: 9780521470292
Number Of Pages: 296

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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 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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'It is an excellent book. I believe that every mathematical statistician should have this book in his or her collection ... I enjoyed reading this book. I am sure that others will also like it.' Ramalingam Shanmugam, SIAM Reviews

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
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521470292
ISBN-10: 0521470293
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 296
Published: 30th June 1995
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 22.8 x 15.2  x 2.1
Weight (kg): 0.61

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