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.
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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