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.
- ISBN10 0471060135
- ISBN13 9780471060130
- Publish Date 13 October 1981
- Publish Status Out of Stock
- Out of Print 14 March 1991
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 422
- Language English