Statistical Tests of Nonparmetric Hypotheses: Asymptotic Theory - Couverture rigide

Pons, Odile

 
9789814531740: Statistical Tests of Nonparmetric Hypotheses: Asymptotic Theory
Couverture rigide
ISBN 10 : 981453174X ISBN 13 : 9789814531740
Editeur : World Scientific Publishing Co Pte Ltd, 2013

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.

Présentation de l'éditeur

“This is a very nice book which will soon become one of the basic references in the field of statistical testing of hypotheses in nonparametric statistics. The author collected a lot of key results spread out in the rather vast literature and described them in a uniform manner.” Zentralblatt Math 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.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2013
Langue
anglais
ISBN 10 
981453174X
ISBN 13 
9789814531740
Reliure
Relié
Nombre de pages
304
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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