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
Theory of Nonparametric Tests
โ Scribed by Thorsten Dickhaus
- Publisher
- Springer International Publishing
- Year
- 2018
- Tongue
- English
- Leaves
- 134
- Edition
- 1st ed.
- Category
- Library
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โฆ Synopsis
This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.
โฆ Table of Contents
Front Matter ....Pages i-xii
Introduction and Examples (Thorsten Dickhaus)....Pages 1-23
Empirical Measures, Empirical Processes (Thorsten Dickhaus)....Pages 25-35
Goodness-of-Fit Tests (Thorsten Dickhaus)....Pages 37-46
Rank Tests (Thorsten Dickhaus)....Pages 47-69
Asymptotics of Linear Resampling Statistics (Thorsten Dickhaus)....Pages 71-89
Bootstrap Methods for Linear Models (Thorsten Dickhaus)....Pages 91-103
Projection Tests (Thorsten Dickhaus)....Pages 105-118
Some Extensions (Thorsten Dickhaus)....Pages 119-126
Back Matter ....Pages 127-128
โฆ Subjects
St
๐ SIMILAR VOLUMES
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 usual
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 usual
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 usual
<p>This book explores both non parametric and general statistical ideas by developing non parametric procedures in simple situations. The major goal is to give the reader a thorough intuitive understanding of the concepts underlying nonparametric procedures and a full appreciation of the properties