Non-standard Rank Tests

This monograph extends the notion of locally most powerful rank tests to non-regular cases. Through this notion, the reader is led in a natural way to "non-standard" rank tests. An analysis of the finite sample and asymptotic properties of such rank tests is presented. An adaptive test procedure is also proposed and studied, and the results of a Monte Carlo simulation are given. An appendix derives the limit experiments needed to investigate the asymptotic optimality of these "non-standard" rank tests under local alternatives.