Bültmann & Gerriets
Asymptotic Theory of Testing Statistical Hypotheses
Efficient Statistics, Optimality, Power Loss and Deficiency
von Vladimir E. Bening
Verlag: De Gruyter
Reihe: Modern Probability and Statistics
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Kopierschutz: Adobe DRM

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ISBN: 978-3-11-093599-8
Auflage: Reprint 2011
Erschienen am 30.08.2011
Sprache: Englisch
Umfang: 299 Seiten

Preis: 209,00 €

209,00 €
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Klappentext
Inhaltsverzeichnis

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.



ASYMPTOTIC TEST THEORY: First-order asymptotic theory; Second order efficiency; On efficiency of first and second order; Power loss; Efficiency and deficiency; Deficiency results for the symmetry problems. ASYMPTOTIC EXPANSIONS UNDER ALTERNATIVES: Introduction; A formal rule; General Theorem; Proof of General Theorem; L-, R-, and U-statistics; Auxiliary lemmas. POWER LOSS: Introduction; General theorem; Tests based on L-, R-, and U-statistics; Proof of General Theorem - Lemmas; Proof of Lemmas; Power loss for L-, R-, and U-tests; Proof of Theorems; Combined L-tests; Other statistics. EDGEWORTH EXPANSION FOR THE LIKELIHOOD RATIO: Introduction; Moment conditions; case of independent but not identically distributed terms. A - LECAM'S THIRD LEMMA. B - CONVERGENCE RATE UNDER ALTERNATIVES: General theorem; Proof of Theorem B.1.1; L-, R-, and U-statistics; Proof of Theorem B.3.1. C - PROOF OF THEOREM 1.3.1. D - THE NEYMAN-PEARSON LEMMA. E - EDGEWORTH EXPANSIONS. F - PROOFS OF LEMMAS 2.6.1-2.6.5. G - PROOFS OF LEMMAS 3.7.1-3.7.5. H - ASYMPTOTICALLY COMPLETE CLASSES: Non-asymptotic theorem on complete classes; Asymptotic theorem on complete classes; Power functions of complete classes. I - HIGHER ORDER ASYMPTOTICS FOR R-, L-, AND U-STATISTICS: R-statistics; L-statistics; U-statistics; Symmetric statistics.