Pub. Date:
Cambridge University Press
Asymptotic Efficiency of Nonparametric Tests

Asymptotic Efficiency of Nonparametric Tests

by Yakov Nikitin, IA IU Nikitin


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Product Details

ISBN-13: 9780521115926
Publisher: Cambridge University Press
Publication date: 07/23/2009
Pages: 296
Product dimensions: 6.00(w) x 8.90(h) x 0.80(d)

About the Author

Yakov Nikitin graduated from the University of St.Petersburg in 1968. He is currently the Head of Department of Probability and Statistics in this University. He is the author of more than 120 publications and a monograph entitled Asymptotic Efficiency of Nonparametric Tests (Cambridge, 1995). He is a Fellow of the Institute of Mathematical Statistics (2002).

Table of Contents

Introduction; 1. Asymptotic efficiency of statistical tests and mathematical means for its computation; 2. Asymptotic efficiency of nonparametric goodness-of-fit tests; 3. Asymptotic efficiency of nonparametric homogeneity tests; 4. Asymptotic efficiency of nonparametric symmetry tests; 5. Asymptotic efficiency of nonparametric independence tests; 6. Local asymptotic optimality of nonparametric tests and the characterisation of distributions.

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