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Non-Standard Rank Tests
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Non-Standard Rank Tests (Paperback)

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Synopsis

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.

Science & MathematicsMathematicsApplied mathematicsMathematical modellingScience & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsProbability & statisticsScience & MathematicsScience: general issuesMaths for scientistsTechnicalEngineering & General TechnologyMaths for engineers Publisher: Springer-Verlag New York Inc. Publication Date: 01/11/1990 ISBN-13: 9780387974842  Details: Type: Paperback Format: Books
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