On the limiting Pitman efficiency of some rank tests of independence

DOI10.1016/0047-259X(86)90082-5zbMATH Open0615.62053OpenAlexW2048578891MaRDI QIDQ1820528FDOQ1820528

Authors: Teresa Ledwina 

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90082-5

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zbMATH Keywords

Kendall's taurank testsSpearman's rhoBahadur efficiencystandard sequencepositive quadrant dependencetesting independenceKiefer-Wolfowitz theoremlimiting Pitman efficiencyWieand's theorem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Multivariate nonparametric tests for independence
• A Class of Nonparametric Tests for Independence in Bivariate Populations
• Some Concepts of Dependence
• The performance of some correlation coefficients for a general bivariate distribution
• Stochastic Comparison of Tests
• A Multivariate Exponential Distribution
• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• Monotonic dependence functions of bivariate distributions
• Local Bahadur efficiency of rank tests for the independence problem
• Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
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• Some properties of chosen grade parameters and their eanfe counterparts
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Cited In (12)

• An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
• Local Bahadur optimality of some rank tests of independence
• A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
• On Wieand's theorem
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
• Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
• Asymptotic efficiency of the Blest-type tests for independence
• A relation between the Chernoff index and the Pitman efficacy
• The efficiency of some nonparametric rank-based competitors to correlogram methods
• Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
• Pitman efficiency of independence tests based on weighted rank statistics
• Title not available (Why is that?)

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