Asymptotic Relative Efficiencies of Rank Tests for Trend Alternatives
趋势备择下秩检验的渐近相对效率
A number of rank tests and a parametric test are compared in terms of their asymptotic relative efficiencies (AREs) for testing the hypothesis that a sequence of random variables is independent and identically distributed, against the alternative of increasing location trend. The ARE is broken up into two parts in a natural way, corresponding to the choice of regression constants and score generating function in the case of a linear rank test. It turns out that the effect of…