Sequential nonparametrics

invariance principles and statistical inference

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Last edited by ImportBot
October 18, 2022 | History

Sequential nonparametrics

invariance principles and statistical inference

  • 2 Want to read

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.

Publish Date
Publisher
Wiley
Language
English
Pages
421

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Book Details


Edition Notes

Bibliography: p. 398-413.
"A Wiley-Interscience publication."
Includes indexes.

Published in
New York
Series
Wiley series in probability and mathematical statistics

Classifications

Dewey Decimal Class
519.4
Library of Congress
QA279.7 .S46, QA279.7

The Physical Object

Pagination
xv, 421 p. ;
Number of pages
421

Edition Identifiers

Open Library
OL4258871M
ISBN 10
0471060135
LCCN
81004432
OCLC/WorldCat
7307234
LibraryThing
9561823
Goodreads
2765876

Work Identifiers

Work ID
OL4317796W

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History

Download catalog record: RDF / JSON
October 18, 2022 Edited by ImportBot import existing book
June 29, 2020 Edited by Kaustubh Chakraborty Added description
June 29, 2020 Edited by Kaustubh Chakraborty Added new cover
March 18, 2019 Edited by ImportBot import existing book
December 10, 2009 Created by WorkBot add works page