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Asymptotic Efficiency of Nonparametric Tests
Yakov Nikitin
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Description for Asymptotic Efficiency of Nonparametric Tests
Hardback. A unified treatment that presents powerful new methods to evaluate explicitly different kinds of efficiencies. Num Pages: 296 pages, black & white illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 21. Weight in Grams: 595.
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 characterisation problems based on recent ... Read more
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 characterisation problems based on recent ... Read more
Product Details
Format
Hardback
Publication date
1995
Publisher
Cambridge University Press United Kingdom
Number of pages
296
Condition
New
Number of Pages
296
Place of Publication
Cambridge, United Kingdom
ISBN
9780521470292
SKU
V9780521470292
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About Yakov Nikitin
Yakov 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).
Reviews for Asymptotic Efficiency of Nonparametric Tests
'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