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Non-Standard Rank Tests

Non-Standard Rank Tests

David M. Mason
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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.
Language
English
Pages
252
Format
Paperback
Publisher
Springer
Release
December 03, 1990
ISBN
0387974849
ISBN 13
9780387974842

Non-Standard Rank Tests

David M. Mason
0/5 ( ratings)
Read Download
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.
Language
English
Pages
252
Format
Paperback
Publisher
Springer
Release
December 03, 1990
ISBN
0387974849
ISBN 13
9780387974842

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