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.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Lecture Notes in Statistics, 65 |
Release date: |
December 1990 |
First published: |
November 1990 |
Authors: |
Arnold Janssen
• David M. Mason
|
Dimensions: |
242 x 170 x 14mm (L x W x T) |
Format: |
Paperback
|
Pages: |
252 |
Edition: |
Softcover reprint of the original 1st ed. 1990 |
ISBN-13: |
978-0-387-97484-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
0-387-97484-9 |
Barcode: |
9780387974842 |
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