Tail ordering and asymptotic efficiency of rank tests (Q1099539): Difference between revisions

In this paper we consider a partial ordering that is ``between'' the stochastic ordering defined by \textit{E. L. Lehmann}, Ann. Math. Statistics 26, 399-419 (1955; Zbl 0065.119), and an ordering associated with the monotone likelihood ratio property. A tail ordering deduced from it is applied to the comparison of the asymptotic efficiencies of rank tests in the two-sample problem. In particular, we show that the asymptotic relative efficiency of two rank tests preserve this tail ordering if one score function is ``more convex'' than the other.