Statistical Tests of Nonparametric Hypotheses: Asymptotic Theory

by: Odile Pons

ISBN-10: 981453174X

ISBN-13: 9789814531740

Edition: 1

Publication date: December 4, 2013

Hardcover: 304 pages
Book Description
An overview of the asymptotic theory of optimal nonparametric tests is presented in this book. It covers a wide range of topics: Neyman Pearson and LeCam’s theories of optimal tests, the theories of empirical processes and keel estimators with extensions of their applications to the asymptotic behavior of tests for distribution functions, densities and curves of the nonparametric models defining the distributions of point processes and diffusions. With many new test statistics developed for smooth curves, the reliance on keel estimators with bias corrections and the weak convergence of the estimators are useful to prove the asymptotic properties of the tests, extending the coverage to semiparametric models. They include tests built from continuously observed processes and observations with cumulative intervals. Readership: Researchers and graduates in the field of probability and statistics, and biomathematics.