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On the Estimation of Contrasts in Linear Models - Softcover

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9781333601225: On the Estimation of Contrasts in Linear Models

Synopsis

This book presents a fundamental contribution to statistics, offering a new method of estimating contrasts in linear models. The author presents these estimates in terms of rank test statistics such as the Wilcoxon or normal scores statistic, extending the results of previous leaders in the field. The book thoroughly examines the asymptotic efficiency of these estimates relative to the standard least squares estimates, which, as the number of observations in each cell gets large, demonstrates it to be the same as the Pitman efficiency of rank tests on which they are based.

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