Tail ordering and asymptotic efficiency of rank tests (Q1099539)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tail ordering and asymptotic efficiency of rank tests
scientific article

    Statements

    Tail ordering and asymptotic efficiency of rank tests (English)
    0 references
    0 references
    1988
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic ordering
    0 references
    monotone likelihood ratio property
    0 references
    tail ordering
    0 references
    asymptotic efficiencies of rank tests
    0 references
    two-sample problem
    0 references
    score function
    0 references
    0 references