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March, 1988 Tail Ordering and Asymptotic Efficiency of Rank Tests
Philippe Caperaa
Ann. Statist. 16(1): 470-478 (March, 1988). DOI: 10.1214/aos/1176350715

Abstract

In this paper we consider a partial ordering that is "between" the stochastic ordering defined by Lehmann (1955) and an ordering associated with the monotone likelihood ratio property. A tail ordering deduced from it is applied to the comparison of the asymptotic efficiencies of rank tests in the two-sample problem. In particular, we show that the asymptotic relative efficiency of two rank tests preserve this tail ordering if one score function is "more convex" than the other.

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Philippe Caperaa. "Tail Ordering and Asymptotic Efficiency of Rank Tests." Ann. Statist. 16 (1) 470 - 478, March, 1988. https://doi.org/10.1214/aos/1176350715

Information

Published: March, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0638.62043
MathSciNet: MR924881
Digital Object Identifier: 10.1214/aos/1176350715

Subjects:
Primary: 62G20
Secondary: 60E15

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 1 • March, 1988
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