Geodesic
Asymptotic relative efficiency of the Kendall and Spearman correlation statistics
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 133-146 Cet article a éte moissonné depuis la source Math-Net.Ru

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A necessary and sufficient condition for Pitman's asymptotic relative efficiency of the Kendall and Spearman correlation statistics for the independence test to be $1$ is given, in terms of certain smoothness and nondegeneracy properties of the model. Corresponding easy-to-use and broadly applicable sufficient conditions are obtained. These conditions hold for most well-known models of dependence.
Keywords: asymptotic relative efficiency, correlation statistics, Kendall's statistic, Spearman's statistic, nonparametric tests, tests of independence, association function, models of dependence. 
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I. Pinelis. Asymptotic relative efficiency of the Kendall and Spearman correlation statistics. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 133-146. http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a7/

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