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Biometrika 1984 71(1):51-56; doi:10.1093/biomet/71.1.51
© 1984 by Biometrika Trust
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Inference using near-neighbour trimmed rank statistics for simple linear regression models

EDWARD P. MARKOWSKI

Department of Mathematical Sciences, Old Dominion University Norfolk, Virginia, U.S.A.

For the simple linear regression model, modified versions of statistics based on Kendall's tau and Spearman's rho are introduced. It is shown that tests based on these statistics can be as efficient asymptotically as those based on statistics which require substantially more computation. In addition, a measure of finite sample efficiency is used to show that the asymptotic results agree quite closely with those for finite sample sizes. Similar results are obtained for estimation.

Key Words: Asymptotic relative efficiency • Distribution-free • Rank statistic • Regression


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