DOI

Linear rank statistics for the two-sample problem are considered. Under general conditions on the score function and the distribution of the observations large deviation asymptotics for these statistics under the alternative are obtained. After using the Sanov principle an external problem of minimization of the Kullback-Leibler information is solved by means of the calculus of variations and nonlinear analysis. As an application Hodges-Lehmann and Chernoff efficiencies are evaluated. It is shown that they coincide locally with the Pitman, Bahadur and intermediate efficiencies.

Язык оригиналаанглийский
Страницы (с-по)309-323
Число страниц15
ЖурналJournal of Statistical Planning and Inference
Том29
Номер выпуска3
DOI
СостояниеОпубликовано - 1 янв 1991

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности
  • Прикладная математика

ID: 47771607