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Non-Standard Rank Tests

Lecture Notes in Statistics 65

Format: Paperback
Publisher: Springer-Verlag New York Inc., New York, NY, United States
Published: 31st Oct 1990
Dimensions: w 170mm h 244mm d 14mm
Weight: 421g
ISBN-10: 0387974849
ISBN-13: 9780387974842
Barcode No: 9780387974842
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.

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