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  3. Asymptotic Efficiency of Nonparametric Tests
  • Cited by 208
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    • Publisher:
      Cambridge University Press
      Publication date:
      18 September 2009
      30 June 1995
      ISBN:
      9780511530081
      9780521470292
      9780521115926
      DOI:
      https://doi.org/10.1017/CBO9780511530081
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.595kg, 296 Pages
      Dimensions:
      (229 x 152 mm)
      Weight & Pages:
      0.44kg, 296 Pages
      • Subjects:
      Mathematics, Abstract Analysis, Statistical Theory and Methods, Statistics and Probability
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    Subjects:
    Mathematics, Abstract Analysis, Statistical Theory and Methods, Statistics and Probability
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    Book description

    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 research by the author. Other Russian results are also published here for the first time in English. Researchers, professionals and students in statistics will find this book invaluable.

    Reviews

    ‘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 Source: SIAM Reviews

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