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Local Bahadur efficiency of rank tests for the independence problem

Erhard Kremer

Journal of Multivariate Analysis, 1981, vol. 11, issue 4, 532-543

Abstract: In previous papers [Approximate and local Bahadur efficiency of linear rank tests in the two-sample problem, Ann. Statist.7, 1246-1255, 1979; Local comparison of linear rank tests in the Bahadur sense, Metrika, 1979] the author developed for linear rank tests of the one-sample symmetry and the k-sample problem (k >= 2) a theory of local comparison, based on the concept of Bahadur efficiency. In the present article this theory is carried over to rank tests of the independence problem.

Keywords: Approximate; and; exact; Bahadur; efficiency; rank; tests; local; efficiency; local; optimality; efficiency; bounds (search for similar items in EconPapers)
Date: 1981
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