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Rank tests with estimated scores and their application. (English) Zbl 0692.62041
Teubner-Skripten zur Mathematischen Stochastik. Stuttgart: B.G. Teubner. viii, 416 p. DM 54.00 (1989).
For a linear rank test statistic, an efficient score function has to be chosen in accordance with the particular alternative one has in mind. When this alternative is too broad the authors suggest estimation of the score function from the data. Applications to the k-sample, symmetry and independence problem are considered. The book also contains several tables of critical values for the new test statistics. It constitutes the first monograph on this topic, being based on the authors’ own research.
Reviewer: W.Stute

MSC:
62G10 Nonparametric hypothesis testing
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62G20 Asymptotic properties of nonparametric inference
62Q05 Statistical tables
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