书目名称 | Nonparametric Monte Carlo Tests and Their Applications | 编辑 | Lixing Zhu | 视频video | | 概述 | Especially for people working in the re-sampling approximation area or applying re-sampling approximations to other areas.Re-sampling approximation has been one of the most important tools in statisti | 丛书名称 | Lecture Notes in Statistics | 图书封面 |  | 描述 | .A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applications proposes a new Monte Carlo-based methodology to construct this type of approximation when the model is semistructured. When there are no nuisance parameters to be estimated, the nonparametric Monte Carlo test can exactly maintain the significance level, and when nuisance parameters exist, this method can allow the test to asymptotically maintain the level. ..The author addresses both applied and theoretical aspects of nonparametric Monte Carlo tests. The new methodology has been used for model checking in many fields of statistics, such as multivariate distribution theory, parametric and semiparametric regression models, multivariate regression models, varying-coefficient models with longitudinal data, heteroscedasticity, and homogeneity of covariance matrices. This book will be of interest to both practitioners and researchers investigating goodness-of-fit tests and resampling app | 出版日期 | Book 2005 | 关键词 | Resampling; mathematical statistics; permutation tests; statistics | 版次 | 1 | doi | https://doi.org/10.1007/0-387-29053-2 | isbn_softcover | 978-0-387-25038-0 | isbn_ebook | 978-0-387-29053-9Series ISSN 0930-0325 Series E-ISSN 2197-7186 | issn_series | 0930-0325 | copyright | Springer-Verlag New York 2005 |
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