Yakov Nikitin (Professor, Head of the Department, St Petersburg Sta

Asymptotic Efficiency of Nonparametric Tests

• Gebundenes Buch

Produktbeschreibung

This monograph is the first unified treatment of an indispensable technique for comparing statistical tests, especially in nonparametric statistics. It presents powerful new methods to evaluate explicitly different kinds of efficiencies. Many Russian results are published here for the first time in English.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 296
• Erscheinungstermin: 23. Februar 2006
• Englisch
• Abmessung: 235mm x 157mm x 22mm
• Gewicht: 598g
• ISBN-13: 9780521470292
• ISBN-10: 0521470293
• Artikelnr.: 21693224

Autorenporträt

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).

Inhaltsangabe

Introduction
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.