General Large Sample Methods

In this chapter, we shall deal with situations where both the hypothesis and the class of alternatives may be nonparametric and where as a result it may be difficult even to construct tests (or confidence regions) that satisfactorily control the level (exactly or asymptotically). For such situations, we shall develop methods which achieve this modest goal under fairly general assumptions. A secondary aim will then be to obtain some idea of the power of the resulting tests.