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Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry

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Abstract

One computes the local asymptotic Chernoff and Hodges—Lehmann efficiencies of linear rank statistics for the testing of symmetry under certain regularity conditions, imposed on the labels and on the distribution of the observations under the alternative. It is revealed that these efficiencies coincide with the previously known Pitman and local Bahadur efficiencies.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 215–226, 1990.

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Nikitin, Y.Y. Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry. J Math Sci 68, 551–559 (1994). https://doi.org/10.1007/BF01254281

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