Open Access
September, 1978 Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem
P. J. Bickel, W. R. van Zwet
Ann. Statist. 6(5): 937-1004 (September, 1978). DOI: 10.1214/aos/1176344305

Abstract

Asymptotic expansions are established for the power of distribution-free tests in the two-sample problem. These expansions are then used to obtain deficiencies in the sense of Hodges and Lehmann for distribution-free tests with respect to their parametric competitors and for the estimators of shift associated with these tests.

Citation

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P. J. Bickel. W. R. van Zwet. "Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem." Ann. Statist. 6 (5) 937 - 1004, September, 1978. https://doi.org/10.1214/aos/1176344305

Information

Published: September, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0378.62047
MathSciNet: MR499567
Digital Object Identifier: 10.1214/aos/1176344305

Subjects:
Primary: 62G10
Secondary: 60F05 , 62G20

Keywords: asymptotic expansions , contiguous alternatives , deficiency , distributionfree tests , Edgeworth expansions , Hodges-Lehmann estimators , linear rank tests , Permutation test , power , rejective sampling , sampling without replacement

Rights: Copyright © 1978 Institute of Mathematical Statistics

Vol.6 • No. 5 • September, 1978
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