An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions

Nadir Maaroufi

Statistics & Probability Letters, 2019, vol. 149, issue C, 93-99

Abstract: The present article is concerned with proving a well-known and very useful equivalent formula for the Pitman asymptotic relative efficiency A.R.E between rank tests. Furthermore, we also weaken the assumptions needed on the score generating function by using techniques arising from functional analysis.

Keywords: Pitman’s asymptotic relative efficiency; Sobolev spaces (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.034

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