On the limiting Pitman efficiency of some rank tests of independence

Teresa Ledwina

Journal of Multivariate Analysis, 1986, vol. 20, issue 2, 265-271

Abstract: The limiting (as the significance level approaches 0) Pitman efficiency of a new "regression-based" rank test of independence to Kendall's tau and Spearman's rho is derived. The result is based on a version of [17], Ann. Statist.4 1003-1011) on coincidence of the limiting Pitman efficiency and the local (as the alternative approaches the hypothesis) approximate Bahadur efficiency. [7], Trans. Amer. Math. Soc.87, 173-186) result is applied to verify the main assumption of Wieand's paper. This approach is shown to be useful in some other situations, also.

Keywords: asymptotic; theory; Bahadur; efficiency; Pitman; efficiency; rank; tests; of; independence (search for similar items in EconPapers)
Date: 1986
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