The Annals of Statistics

Approximate and Local Bahadur Efficiency of Linear Rank Tests in the Two-Sample Problem

Erhard Kremer

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Abstract

For linear rank tests in the two-sample case the concept of approximate Bahadur efficiency (BE) is developed, and as the main result of this paper the equality of the approximate and exact local BE is shown. According to a result of Wieand, local approximate BE equals Pitman efficiency under rather general conditions and as a consequence these three approaches to efficiency generally coincide for the class of linear rank tests.

Article information

Source
Ann. Statist., Volume 7, Number 6 (1979), 1246-1255.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344843

Digital Object Identifier
doi:10.1214/aos/1176344843

Mathematical Reviews number (MathSciNet)
MR550147

Zentralblatt MATH identifier
0435.62045

JSTOR
links.jstor.org

Subjects
Primary: 62G20: Asymptotic properties

Keywords
Bahadur efficiency linear rank statistics equivalence of exact and approximate slopes local efficiency local optimality

Citation

Kremer, Erhard. Approximate and Local Bahadur Efficiency of Linear Rank Tests in the Two-Sample Problem. Ann. Statist. 7 (1979), no. 6, 1246--1255. doi:10.1214/aos/1176344843. https://projecteuclid.org/euclid.aos/1176344843


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