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ASYMPTOTIC EFFICIENCY OF THE BLEST‐TYPE TESTS FOR INDEPENDENCE
Author(s) -
Stepanova Natalia,
Wang Shu
Publication year - 2008
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2008.00513.x
Subject(s) - mathematics , independence (probability theory) , rank (graph theory) , statistics , rank correlation , measure (data warehouse) , efficiency , type (biology) , parametric statistics , correlation coefficient , econometrics , combinatorics , data mining , ecology , estimator , biology , computer science
Summary Blest (2000, Aust. N. Z. J. Stat. 42 , 101–111) proposed a new measure of rank correlation that is sensitive to discrepancies in the small ranks. This paper investigates the efficiency properties of non‐parametric tests for independence based on Blest's correlation coefficient and its modifications. Pitman efficiency comparisons are made with analogous tests existing in the literature. Conditions for Pitman optimality of the Blest‐type tests are established.