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February, 1965 On the Estimation of Contrasts in Linear Models
Subha Bhuchongkul, Madan L. Puri
Ann. Math. Statist. 36(1): 198-202 (February, 1965). DOI: 10.1214/aoms/1177700282


In linear models with several observations per cell, a class of estimates of all contrasts are defined in terms of rank test statistics such as the Wilcoxon or normal scores statistic, which extend the results of Hodges and Lehmann (1963) and Lehmann (1963). The asymptotic efficiency of these estimates relative to the standard least squares estimates, as the number of observations in each cell gets large, is shown to be the same as the Pitman efficiency of the rank tests on which they are based to the corresponding $t$-tests.


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Subha Bhuchongkul. Madan L. Puri. "On the Estimation of Contrasts in Linear Models." Ann. Math. Statist. 36 (1) 198 - 202, February, 1965.


Published: February, 1965
First available in Project Euclid: 27 April 2007

zbMATH: 0135.19504
MathSciNet: MR170416
Digital Object Identifier: 10.1214/aoms/1177700282

Rights: Copyright © 1965 Institute of Mathematical Statistics

Vol.36 • No. 1 • February, 1965
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