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Non-Standard Rank Tests

Name: Non-Standard Rank Tests
Brand: Springer-Verlag New York Inc.
SKU: 06623395
Price: 101.79 EUR
Availability: InStock
Author: Arnold Janssen
ISBN: 9780387974842

Arnold Janssen

Lingua

Inglese

Libro In brossura

Codice Libristo: 06623395

Casa editrice Springer-Verlag New York Inc., novembre 1990

This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through... Descrizione completa

Codice Libristo: 06623395

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This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through this no- tion one is led in a natural way to "non-standard" rank tests. A nearly complete analysis of the finite sample and asymptotic properties of such rank tests is presented. Also an adaptive test procedure is proposed and studied, and the results of a Monte Carlo simulation are given which provide strong evidence that it should perform well in many practical situations. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives. The results in the appendix should also be of separate interest.