Sen P.K. — Theory and applications of sequential nonparametrics :: Электронная библиотека попечительского совета мехмата МГУ

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Sen P.K. — Theory and applications of sequential nonparametrics

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Название: Theory and applications of sequential nonparametrics

Автор: Sen P.K.

Аннотация:

A study of sequential nonparametric methods emphasizing the unified Martingale approach to the theory, with a detailed explanation of major applications including problems arising in clinical trials, life-testing experimentation, survival analysis, classical sequential analysis and other areas of applied statistics and biostatistics.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1987

Количество страниц: 109

Добавлена в каталог: 17.10.2010

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Adapted score statistics      25
Aligned statistics      36 39 87
ANOCOVA      1 6 16 26
Anti-ranks      7
Asymptotic consistency      58
Asymptotic efficiency      59
Asymptotic normality      47 49 57 68
Asymptotic power function      14 16 34
Asymptotic relative efficiency      3 38 42 81 89
Asymptotic representation      2 50 52
Asymptotic risk efficiency      46
Asymptotically minimum risk      46
Average sample number (ASN)      82 85 88 89 91
Behrens — Fisher model      2 45 54
Bessel processes      10 11 20 22 77 78
Bessel-bar process      28
Bounded-width confidence interval      2 45 57
Brownian bridge      24
Brownian motion and sheet      20 22 24 38 74 77
Censoring      1 5 7 9 17
Change-point      29 37 38 44
Change-point model      2 29 34
Chi-bar distribution      28
Clinical trials      1 3 5 65
Conditionally distribution-free      9 18 25
Confidence coefficient      57
Confidence interval      57
Confidence limits      57
Constancy of regression relationship      29 34
Contiguity (of probability measures)      12 14 16 33 38 42
Counting processes      26 27
Coverage probability      2 45 57
CUSUM      12 31 44
Distribution-free      8 25 35 43 57 67 70 71 87
Drift function      11 14 33 38 42 69
D[0,1] space      11 32
Early termination      5 18
Efficiency      1
Empirical processes      23
Expected stopping time      14—16
False alarm      29 34
Fisher information      12 37 41
Follow-up studies      5 6 19 65
Fourier representation      63
Generalized      55
Hazard function      25
Hypothesis of randomness      7 67
Interim analysis      5 65
Invariance principles      1 6 9 21 32 45 67 69 70
Invariance, matching      71
Invariance, permutation      67
Invariance, sign      69
Jackknifing      31 55 72
Kolmogorov — Smirnov type statistics      23 24 31 39
L-estimator      47 53 61
Legendre polynomial      63
level of significance      12 13 15 31 73
Life testing      1 2
Linear rank statistics      6 7 17 68
Local alternatives      11 14 33 38
Locally most powerful invariant test      43 66
Locally most powerful rank test      43 68 71
Log-rank statistic      7
Loss function      45
M-estimator      2 39 47 51 72
Martingale      6 9 24 27 50 68 70 71

Maximal statistical noise (MSN)      67
Minimal sufficient statistics (MSS)      67
Minimum risk estimator      2 45 46 54
Multi-sample problem      6 53 60
Multiple comparisons      6 78
Multiple regression model      1 6 7 34 78
Nonparametric estimation      2 45
Nonparametric sequential test      3 81
Nonparametric test with power one      1 90
Normal scores      7 37
OC function      82 84 87 89 91
Ordered alternatives      28
Orthant alternatives      28
Partial likelihood      25
Pitman efficiency      3 42 44 89
Progressive censoring      1 5 13 18 22 65
Proportional hazard model      2 6 19
PTMLE      28
Quasi-nonparametric model      25
Quasi-sequential procedure      2 29 31 39 66
Quickest detection      29
R-estimator      2 35 49 50 56 57 59
Random withdrawal      2 19
Rank-permutation principle      17
Recursive aligned ranking      30
Recursive M-procedures      39
Recursive R-procedures      38
Recursive residuals      29
Recursive U-statistics      30
Regression quantiles      62
Regret function      61
Repeated multiple comparisons      3 78
Repeated significance tests (RST)      3 15 65 73 76 78 79 92
Restricted alternatives      28
Risk      46 54
Scale-equivariance      62
Score function      10 37 39 50 51 63
Scores      6
Sequential detection problem      2 29 31 34 43
Sequential interval estimation      57
Sequential likelihood ratio test      3 81 82 87
Sequential point estimation      45 46
Sequential point estimation, Generalizations      54
Sequential probability ratio test      3 81 82 87
Shrinkage estimation      57
Signed-rank statistics      36 49 70
Simultaneous tests      3
Skorokhod $J_{1}$ -topology      11 32 69
Staggered entry      2 6 19 65
Statistical monitoring      5 18 65
Stopping time (number/rule)      9 12 15 29 46 54 56 58 66 82 90
Strength, $(\alpha,\beta)$       81
Sub-martingale      11 50
Survival analysis      2
Target sample size      65
Tightness      12 68
Time-sequential procedures      1 5 6 23
Time-sequential tests      1 5 12
Truncated sequential tests (TST)      66 78 79 92
U-statistics      30
Uniform continuity in probability      58
Uniform integrability      1 45 48 50
Union-intersection principle      28
Validity-robustness      1
Weak convergence      10 11 20 69 70 87
Wiener process      33 84
Wilcoxon — Mann — Whitney statistic      7 37 43

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