In this paper we present a rank analogue to Stein's two-stage procedure. We analyze its behavior to second order using existing asymptotic expansions for fixed sample size rank tests and recent results on combinations of independent rank statistics.
@article{1176348136,
author = {Albers, Willem},
title = {Second Order Analysis of Two-Stage Rank Tests for the One-Sample Problem},
journal = {Ann. Statist.},
volume = {19},
number = {1},
year = {1991},
pages = { 1042-1052},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348136}
}
Albers, Willem. Second Order Analysis of Two-Stage Rank Tests for the One-Sample Problem. Ann. Statist., Tome 19 (1991) no. 1, pp. 1042-1052. http://gdmltest.u-ga.fr/item/1176348136/