
A thorough text on sequential nonparametrics, utilizing a unified martingale approach in the study of the invariance principles for nonparametric statistics. Contains formulations of sequential tests and estimators such as repeated significance and rank order tests. Shows how sequential confidence regions and asymptotically risk efficient point estimation procedures can be treated in a complete nonparametric set-up. Includes extensive bibliography.
Page Count:
422
Publication Date:
1981-01-01
ISBN-10:
0471060135
ISBN-13:
9780471060130
No comments yet. Be the first to share your thoughts!