The chernoff efficiency of the wilcoxon rank test

DOI10.1080/03610927808827648zbMATH Open0404.62028OpenAlexW2073844021MaRDI QIDQ4189971FDOQ4189971

Authors:

Publication date: 1978

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827648

zbMATH Keywords

ComparisonsPitman EfficiencyT TestBahadur EfficiencyChernoff EfficienciesEfficiency CurvesHodges-Lehmann EfficiencyLarge Deviation ProbabilitiesNormal Shift AlternativesWilcoxon Rank Test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Stochastic Comparison of Tests
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Power Functions of the Sign Test and Power Efficiency for Normal Alternatives
• Asymptotic sufficiency of the vector of ranks in the Bahadur sense
• On the Probability of Large Deviations of Functions of Several Empirical CDF'S
• Power Under Normality of Several Nonparametric Tests
• Extreme tail probabilities for the null distribution of the two-sample Wilcoxon statistic

Cited In (2)

• Chernoff efficiency of the sign and Wilcoxon tests for testing the symmetry hypothesis
• Hodges-Lehmann and Chernoff efficiencies of linear rank statistics

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