This paper deals with some aspects of nonparametric confidence intervals for shift and scale parameters which may be obtained from a celebrated class of rank order tests for the location and scale problems. This also provides a distribution-free method of estimating asymptotic efficiency of a class of tests and estimates (point as well as intervals) that may be derived from the same class of rank order statistics. Further, the proposed method is also applicable for estimating certain functionals of the distribution function which may not be otherwise estimated in a simple manner.
Pranab Kumar Sen. "On a Distribution-free Method of Estimating Asymptotic Efficiency of a Class of Non-parametric Tests." Ann. Math. Statist. 37 (6) 1759 - 1770, December, 1966. https://doi.org/10.1214/aoms/1177699164