The Annals of Mathematical Statistics

On the Estimation of Contrasts in Linear Models

Subha Bhuchongkul and Madan L. Puri

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Abstract

In linear models with several observations per cell, a class of estimates of all contrasts are defined in terms of rank test statistics such as the Wilcoxon or normal scores statistic, which extend the results of Hodges and Lehmann (1963) and Lehmann (1963). The asymptotic efficiency of these estimates relative to the standard least squares estimates, as the number of observations in each cell gets large, is shown to be the same as the Pitman efficiency of the rank tests on which they are based to the corresponding $t$-tests.

Article information

Source
Ann. Math. Statist., Volume 36, Number 1 (1965), 198-202.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177700282

Digital Object Identifier
doi:10.1214/aoms/1177700282

Mathematical Reviews number (MathSciNet)
MR170416

Zentralblatt MATH identifier
0135.19504

JSTOR
links.jstor.org

Citation

Bhuchongkul, Subha; Puri, Madan L. On the Estimation of Contrasts in Linear Models. Ann. Math. Statist. 36 (1965), no. 1, 198--202. doi:10.1214/aoms/1177700282. https://projecteuclid.org/euclid.aoms/1177700282


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