Articoli correlati a Non-Standard Rank Tests: v. 65

Non-Standard Rank Tests: v. 65 - Brossura

Janssen, A.; Mason, D.M.

 
9783540974840: Non-Standard Rank Tests: v. 65

Sinossi

This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through this notion, the reader is led in a natural way to "non-standard" rank tests. An analysis of the finite sample and asymptotic properties of such rank tests is presented. An adaptive test procedure is also proposed and studied, and the results of a Monte Carlo simulation are given. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives.

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