On the limiting Pitman efficiency of some rank tests of independence |
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Authors: | Teresa Ledwina |
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Affiliation: | Institute of Mathematics, Technical University of Wroc̷aw, Wrocz.shtsls;aw, Poland |
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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. |
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Keywords: | asymptotic theory Bahadur efficiency Pitman efficiency rank tests of independence |
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