Summary
Distribution-free statistics are proposed for one-sample location test, and are compared with the Wilcoxon signed rank test. It is shown that one of the statistics is superior to the Wilcoxon test in terms of approximate Bahadur efficiency. And we compare that statistic with the Wilcoxon test from the viewpoint of asymptotic expansion of power function under contiguous alternatives.
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Maesono, Y. Competitors of the Wilcoxon signed rank test. Ann Inst Stat Math 39, 363–375 (1987). https://doi.org/10.1007/BF02491474
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DOI: https://doi.org/10.1007/BF02491474