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Non-standard rank testsby Arnold Janssen
Synopses & Reviews
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.
Includes bibliographical references (p. 241-244) and indexes.
Table of Contents
Contents: Introduction.- Locally Most Powerful Rank Tests - Finite Sample Results.- Asymptotic Results for Locally Most Powerful Rank Tests.- Asymptotic Results for Rank Tests Under Alternatives.- Tests Based on Minimum Ranks.- Parametric Results for Almost Regular Models.- Semiparametric Models and Monte Carlo Results.- Appendix.- References.- List of symbols.- Author Index.- Subject Index.
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