Asymptotic Efficiency of Nonparametric Tests
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BeschreibungA unified treatment that presents powerful new methods to evaluate explicitly different kinds of efficiencies.
InhaltsverzeichnisIntroduction; 1. Asymptotic efficiency of statistical tests and mathematical means for its computation; 2. Asymptotic efficiency of nonparametric goodness-of-fit tests; 3. Asymptotic efficiency of nonparametric homogeneity tests; 4. Asymptotic efficiency of nonparametric symmetry tests; 5. Asymptotic efficiency of nonparametric independence tests; 6. Local asymptotic optimality of nonparametric tests and the characterisation of distributions.
PortraitYakov 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).
Pressestimmen'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
Untertitel: New. Sprache: Englisch.
Verlag: CAMBRIDGE UNIV PR
Erscheinungsdatum: Februar 2006
Seitenanzahl: 296 Seiten