Exact Bahadur efficiency of max-type rank tests in the two-sample problem

DOI10.1016/0167-7152(92)90108-HzbMath0746.62048OpenAlexW1993109765MaRDI QIDQ1185324

Piotr Bajorski

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90108-h

zbMATH Keywords

rank teststwo-sample problemorthonormal systemslinear rank statisticsexact Bahadur efficiencymax-type rank statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Local asymptotics for linear rank statistics with estimated score functions
• Local Bahadur optimality of some rank tests of independence
• Bahadur efficiency of rank tests for the change-point problem
• Large deviation theorems for empirical probability measures
• Rates of Convergence of Estimates and Test Statistics
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• A Characterization of Certain Rank-Order Tests with Bounds for the Asymptotic Relative Efficiency
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Exact Bahadur efficiency of max-type rank tests in the two-sample problem