Asympotic efficiency of signed - rank symmetry tests under skew alternatives

Alessandra Durio and Yakov Nikitin

ICER Working Papers from ICER - International Centre for Economic Research

Abstract: The efficiency of some known tests for symmetry such as the sign test, the Wilcoxon signed-rank test or more general linear signed rank tests was studied mainly under the classical alternatives of location. However it is interesting to compare the efficiencies of these tests under asymmetric alternatives like the so-called skew alternative proposed in Azzalini (1985). We find and compare local Bahadur efficiencies of linear signed-rank statistics for skew alternatives and discuss also the conditions of their local optimality. We calculate also such efficiencies for the family of distribution-free Maesono statistics proposed in Maesono (1987).

Keywords: skew family; linear rank test; Maesono statistic; Bahadur efficiency; local optimality (search for similar items in EconPapers)
Pages: 14 pages
Date: 2002-02
New Economics Papers: this item is included in nep-ecm and nep-rmg
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