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 beh
Asymptotic Distribution Theory in Nonparametric Statistics
β Scribed by Manfred Denker (auth.)
- Publisher
- Vieweg+Teubner Verlag
- Year
- 1985
- Tongue
- German
- Leaves
- 212
- Series
- Advanced Lectures in Mathematics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Front Matter....Pages I-VII
U-statistics....Pages 1-50
Differentiable statistical functionals....Pages 51-97
Statistics based on ranking methods....Pages 98-168
Contiguity and efficiency....Pages 169-198
Back Matter....Pages 199-204
β¦ Subjects
Statistics for Business/Economics/Mathematical Finance/Insurance; Statistics, general; Mathematics, general
π SIMILAR VOLUMES
Β This book provides a systematic in-depth analysis of nonparametric regression with random design. It covers almost all known estimates. The emphasis is on distribution-free properties of the estimates.
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Experiments--decision spaces -- Some results form decision theory: deficiencies -- Likelihood ratios and conical measures -- Some basic inequalities -- Sufficiency and insufficiency -- Domination, compactness, contiguity -- Some limit theorems -- Invariance properties -- Infinitely divisible, Gaussi