Local Bahadur efficiency of rank tests for the independence problem

DOI10.1016/0047-259X(81)90094-4zbMath0512.62058MaRDI QIDQ1050050

Erhard Kremer

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

efficiency boundslocal optimalityKendall rank correlation testlocal Bahadur efficiency of rank tests for independence problem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items

Local Bahadur efficiency of score tests ⋮ Local Bahadur optimality of some rank tests of independence ⋮ Large deviations and asymptotic efficiency of integral statistics for testing independence ⋮ Behavior of Two-Sample Rank Tests at Infinity ⋮ Taux de résistance des tests de rang d'indépendance ⋮ 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

Cites Work

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• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
• Local comparison of linear rank tests, in the Bahadur sense
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• Asymptotic sufficiency of the vector of ranks in the Bahadur sense
• Rank tests for independence with best strong exact bahadur slope
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• On a Theorem of Bahadur on the Rate of Convergence of Test Statistics
• A Characterization of Certain Rank-Order Tests with Bounds for the Asymptotic Relative Efficiency