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Statistical Tests of Nonparmetric Hypotheses: Asymptotic Theory - Couverture rigide

Pons, Odile

 
9789814531740: Statistical Tests of Nonparmetric Hypotheses: Asymptotic Theory

Synopsis

An overview of the asymptotic theory of optimal nonparametric tests is presented in this book. It covers a wide range of topics: Neyman-Pearson and LeCam's theories of optimal tests, the theories of empirical processes and kernel estimators with extensions of their applications to the asymptotic behavior of tests for distribution functions, densities and curves of the nonparametric models defining the distributions of point processes and diffusions. With many new test statistics developed for smooth curves, the reliance on kernel estimators with bias corrections and the weak convergence of the estimators are useful to prove the asymptotic properties of the tests, extending the coverage to semiparametric models. They include tests built from continuously observed processes and observations with cumulative intervals.

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

À propos de la quatrième de couverture

An overview of the asymptotic theory of optimal nonparametric tests is presented in this book. It covers a wide range of topics: Neyman Pearson and LeCam's theories of optimal tests, the theories of empirical processes and kernel estimators with extensions of their applications to the asymptotic behavior of tests for distribution functions, densities and curves of the nonparametric models defining the distributions of point processes and diffusions. With many new test statistics developed for smooth curves, the reliance on kernel estimators with bias corrections and the weak convergence of the estimators are useful to prove the asymptotic properties of the tests, extending the coverage to semiparametric models. They include tests built from continuously observed processes and observations with cumulative intervals.

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