Non-parametric statistics lecture notes

Author: Sun Shanzze
Publisher:
Publish Date: 2000-04-01
Features: This book is a fundamental textbook on nonparametric statistical methods. It introduces the basic concepts and theories of nonparametric statistics, emphasizing commonly used methods in statistical applications across various fields, as well as general techniques and principles for nonparametric statistical inference. The book systematically elaborates on the fundamental properties of widely applied statistical tools such as U-statistics, linear rank statistics, and linear combinations of sample order statistics. It investigates their applications in hypothesis testing and estimation in statistical inference. The book is divided into nine chapters, covering topics including U-statistics, linear rank statistics, the study of power in nonparametric hypothesis testing, nonparametric estimation based on sample order statistics, Hodges-Lehmann estimation, M-estimation, and more. Readers with a basic understanding of advanced mathematics and probability and statistics will be able to grasp the main content of this book. It can serve as a textbook for senior undergraduate or graduate students studying nonparametric statistical methods, as well as a reference book for practitioners in statistics and other fields.