Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem

DOI10.1214/aos/1176344843zbMath0435.62045OpenAlexW1978056749MaRDI QIDQ1140380

Erhard Kremer

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344843

zbMATH Keywords

linear rank testsexact slopetwo-sample problemPitman efficiencyapproximate Bahadur efficiencyasymptotic slopelocal Bahadur efficiency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (10)

Local Bahadur efficiency of score tests ⋮ Behavior of Two-Sample Rank Tests at Infinity ⋮ Local comparison of linear rank tests, in the Bahadur sense ⋮ Hodges-Lehmann and Chernoff efficiencies of linear rank statistics ⋮ Limiting values of large deviation probabilities of quadratic statistics ⋮ Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes ⋮ On the limiting Pitman efficiency of some rank tests of independence ⋮ An expansion of the index of large deviations for linear rank statistics ⋮ Characterization of distributions by the local asymptotic optimality property of test statistics ⋮ Local Bahadur efficiency of rank tests for the independence problem

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