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A Serial Version of Hodges and Lehmann's "6/pi Result"

Marc Hallin (), Yves-Caoimhin Swan and Thomas Verdebout

No ECARES 2013-17, Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: asymptotic relative efficiency; rank-based tests; Wilcoxon test; van der waerden test; Spearman autocorrelations; Kendall autocorrelatins; linear serial rank statistics (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2013-04
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Handle: RePEc:eca:wpaper:2013/142825