Asymptotic Efficiency of Nonparametric Tests (Paperback) (ISBN-13: 9780521115926)

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.

Author: Yakov Nikitin,Nikitin Yakov
ISBN-10: 0521115922
ISBN-13: 9780521115926
Publisher: Cambridge University Press
Language: English
Published: 07/23/2009
Pages: 296
Format: Paperback
Weight: 0.96lbs
Size: 9.00h x 6.00w x 0.67d