Exact Bahadur efficiency of max-type rank tests in the two-sample problem

Piotr Bajorski

Statistics & Probability Letters, 1992, vol. 13, issue 5, 357-363

Abstract: The exact Bahadur efficiency of max-type rank statistics defined by particular orthonormal systems is investigated. It turns out that such a max-type statistic is not less efficient than several different linear rank statistics and is better for some alternatives.

Keywords: Exact; Bahadur; efficiency; large; deviations; rank; test; two-sample; problem; max-type; rank; statistic (search for similar items in EconPapers)
Date: 1992
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