Asymptotic theory of testing statistical hypotheses : efficient statistics, optimality, power loss, and deficiency / Vladimir E. Bening.

Format:

Book

Author/Creator:

Bening, Vladimir E.

Series:

Modern Probability and Statistics

Modern probability and statistics

Modern Probability and Statistics , 1385-7738

Language:

English

Subjects (All):

Statistical hypothesis testing.

Asymptotic expansions.

Physical Description:

1 online resource (303 p.)

Edition:

Reprint 2011

Place of Publication:

Utrecht [The Netherlands] ; Boston : VSP, 2000.

Language Note:

English

Summary:

The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Contents:

Frontmatter

Contents

Foreword

Preface

Notations

1. Asymptotic test theory

2. Asymptotic expansions under alternatives

3. Power loss

4. Edgeworth expansion for the likelihood ratio

A. LeCam's Third Lemma

B. Convergence rate under alternatives

C. Proof of Theorem 1.3.1

D. The Neyman-Pearson Lemma

Ε. Edgeworth expansions

F. Proof of Lemmas 2.6.1-2.6.5

G. Proof of Lemmas 3.7.1-3.7.5

Η. Asymptotically complete classes

I. Higher order asymptotics for R-, L-, and U-statistics

Bibliography

Subject Index

Author Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 255-270) and indexes.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

ISBN:

9783110935998

3110935996

OCLC:

979735876