The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 42, Number 1 (1971), 325-329.
Asymptotic Optimality and ARE of Certain Rank-Order Tests under Contiguity
In this paper we will derive asymptotically optimal rank-order tests for independence against suitable classes of nonparametric alternatives and give asymptotic relative efficiencies (ARE's) of such tests under general contiguous alternatives of positive quadrant dependence (cf. Lehmann ). From Lehmann  one can also see that such alternatives in some respects are more general than the alternatives considered in Bhuchongkul , Konijn , Hajek and Sidak  page 221), and others. For the problem of symmetry and for the two-sample problem we can get completely analogous results with similar proofs. Details are omitted. The paper is based on the theory of contiguity that was introduced by LeCam  and Hajek . The results of this paper complement results obtained by Hodges and Lehmann , , Chernoff and Savage , Hajek , van Eeden , Bhuchongkul , Gokhale , and others.
Ann. Math. Statist., Volume 42, Number 1 (1971), 325-329.
First available in Project Euclid: 27 April 2007
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Behnen, Konrad. Asymptotic Optimality and ARE of Certain Rank-Order Tests under Contiguity. Ann. Math. Statist. 42 (1971), no. 1, 325--329. doi:10.1214/aoms/1177693515. https://projecteuclid.org/euclid.aoms/1177693515