Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense
Hajek, Jaroslav
Ann. Statist., Tome 2 (1974) no. 1, p. 75-83 / Harvested from Project Euclid
We shall consider the hypothesis of randomness under which two samples $X_1, \cdots, X_n$ and $Y_1, \cdots, Y_m$ have an identical but arbitrary continuous distribution. The vector of ranks $(R_1, \cdots, R_{n+m})$ will be shown to be asymptotically sufficient in the Bahadur sense for testing randomness against a general class of two-sample alternatives, simple ones as well as composite ones. In other words, the best exact slope will be attainable by rank statistics, uniformly throughout the alternative.
Publié le : 1974-01-14
Classification:  Asymptotic sufficiency of ranks,  Bahadur's exact slopes,  laws of large numbers,  large deviations
@article{1176342614,
     author = {Hajek, Jaroslav},
     title = {Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense},
     journal = {Ann. Statist.},
     volume = {2},
     number = {1},
     year = {1974},
     pages = { 75-83},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342614}
}
Hajek, Jaroslav. Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense. Ann. Statist., Tome 2 (1974) no. 1, pp.  75-83. http://gdmltest.u-ga.fr/item/1176342614/