The Annals of Statistics

Asymptotic Expansions for the Power of Distribution Free Tests in the One-Sample Problem

W. Albers, P. J. Bickel, and W. R. van Zwet

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Abstract

Asymptotic expansions are established for the power of distribution free tests in the one-sample problem. These expansions are then used to obtain deficiencies in the sense of Hodges and Lehmann (1970) for distribution free tests with respect to their parametric competitors and for the estimators of location associated with these tests.

Article information

Source
Ann. Statist., Volume 4, Number 1 (1976), 108-156.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343350

Digital Object Identifier
doi:10.1214/aos/1176343350

Mathematical Reviews number (MathSciNet)
MR391373

Zentralblatt MATH identifier
0321.62049

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62G20: Asymptotic properties 60F05: Central limit and other weak theorems

Keywords
Distribution free tests linear rank tests permutation tests power contiguous alternatives Edgeworth expansions deficiency

Citation

Albers, W.; Bickel, P. J.; van Zwet, W. R. Asymptotic Expansions for the Power of Distribution Free Tests in the One-Sample Problem. Ann. Statist. 4 (1976), no. 1, 108--156. doi:10.1214/aos/1176343350. https://projecteuclid.org/euclid.aos/1176343350


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Corrections

  • See Correction: W. Albers, P. J. Bickel, W. R. van Zwet. Note: Correction to "Asymptotic Expansions for the Power of Distributionfree Tests in the One-Sample Problem". Ann. Statist., Volume 6, Number 5 (1978), 1170--1171.