A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues

DOI10.1016/0047-259X(84)90004-6MaRDI QIDQ791256zbMATH OpenOpenAlexFDO

Authors David M. Mason

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0047-259x(84)90004-6

zbMATH Keywords

laws of large numbersBahadur efficiency comparisonone and two sample rank statisticsPitman efficiency against local alternativessequential rank statistic analoguessigned-rank procedures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Sequential statistical analysis (62L10)

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Cites work

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• A condition under which the Pitman and Bahadur approaches to efficiency coincide
• A curious converse of Siever's theorem
• A nonparametric control chart for detecting small disorders
• A sequential signed-rank test for symmetry
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• Alternative Efficiencies for Signed Rank Tests
• An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics
• Asymptotic sufficiency of the vector of ranks in the Bahadur sense
• Asymptotically Optimal Tests for Multinomial Distributions
• Estimates of location: a large deviation comparison
• Invariance principles for rank discounted partial sums and averages
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• On Some Convergence Properties of One-Sample Rank Order Statistics
• On the Limit Behaviour of Extreme Order Statistics
• On the Probability of Large Deviations and Exact Slopes
• On the use of a statistic based on sequential ranks to prove limit theorems for simple linear rank statistics
• Rates of Convergence of Estimates and Test Statistics

Cited in

(9)

• Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
• A connection between successive comparisons and ranking procedures
• scientific article; zbMATH DE number 3858199 (Why is no real title available?)
• The bahadur efficiency of paired versus joint ranking procedures for pa1rwtse multiple comparisons
• Sequential signed rank statistics
• Exact Bahadur efficiency of max-type rank tests in the two-sample problem
• Limit theorems for generalized sequential rank statistics
• scientific article; zbMATH DE number 3936227 (Why is no real title available?)
• On locally most powerful sequential rank tests

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