Tail Ordering and Asymptotic Efficiency of Rank Tests
Open Access
- 1 March 1988
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 16 (1) , 470-478
- https://doi.org/10.1214/aos/1176350715
Abstract
In this paper we consider a partial ordering that is "between" the stochastic ordering defined by Lehmann (1955) and an ordering associated with the monotone likelihood ratio property. A tail ordering deduced from it is applied to the comparison of the asymptotic efficiencies of rank tests in the two-sample problem. In particular, we show that the asymptotic relative efficiency of two rank tests preserve this tail ordering if one score function is "more convex" than the other.Keywords
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