Non-Standard Rank Tests (Lecture Notes in Statistics) (v. 65) - Couverture souple

Janssen, Arnold

 
9780387974842: Non-Standard Rank Tests (Lecture Notes in Statistics) (v. 65)

Synopsis

This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through this no- tion one is led in a natural way to "non-standard" rank tests. A nearly complete analysis of the finite sample and asymptotic properties of such rank tests is presented. Also an adaptive test procedure is proposed and studied, and the results of a Monte Carlo simulation are given which provide strong evidence that it should perform well in many practical situations. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives. The results in the appendix should also be of separate interest.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through this no- tion one is led in a natural way to "non-standard" rank tests. A nearly complete analysis of the finite sample and asymptotic properties of such rank tests is presented. Also an adaptive test procedure is proposed and studied, and the results of a Monte Carlo simulation are given which provide strong evidence that it should perform well in many practical situations. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives. The results in the appendix should also be of separate interest.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783540974840: Non-Standard Rank Tests

Edition présentée

ISBN 10 :  3540974849 ISBN 13 :  9783540974840
Editeur : Springer-Verlag Berlin and Heide..., 1990
Couverture souple