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Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem

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1978

Year

Abstract

Asymptotic expansions are established for the power of distribution-free tests in the two-sample problem. These expansions are then used to obtain deficiencies in the sense of Hodges and Lehmann for distribution-free tests with respect to their parametric competitors and for the estimators of shift associated with these tests.