Geodesic
Pitman efficiency of tests for independence based on weighted rank statistics
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 159-176

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In this paper we consider some tests for independence based on weighted rank statistics and calculate their Pitman efficiency. It's shown that the efficiency of each of these tests depends on weights in its own peculiar way. 
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     author = {Ya. Yu. Nikitin and N. A. Stepanova},
     title = {Pitman efficiency of tests for independence based on weighted rank statistics},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {159--176},
     publisher = {mathdoc},
     volume = {278},
     year = {2001},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a7/}
}
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Ya. Yu. Nikitin; N. A. Stepanova. Pitman efficiency of tests for independence based on weighted rank statistics. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 159-176. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a7/