Geodesic
Asymptotic relative efficiency of the Kendall and Spearman correlation statistics
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 133-146

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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. 
@article{TVP_2023_68_1_a7,
     author = {I. Pinelis},
     title = {Asymptotic relative efficiency of the {Kendall} and {Spearman} correlation statistics},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {133--146},
     publisher = {mathdoc},
     volume = {68},
     number = {1},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a7/}
}
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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/