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An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions

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  • Maaroufi, Nadir

Abstract

The present article is concerned with proving a well-known and very useful equivalent formula for the Pitman asymptotic relative efficiency A.R.E between rank tests. Furthermore, we also weaken the assumptions needed on the score generating function by using techniques arising from functional analysis.

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  • Maaroufi, Nadir, 2019. "An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 93-99.
    • Handle: RePEc:eee:stapro:v:149:y:2019:i:c:p:93-99
    DOI: 10.1016/j.spl.2019.01.034
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    1. Eden Wu & P. Chan, 1997. "Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 541-554, September.
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