Chernoff H, Savage IR (1958) Asymptotic normality and efficiency of certain nonparametric tests. Ann Math Statist 29:972-994
Ferguson TS, Genest C, Hallin M (2000) Kendall's tau for serial dependence. Canad J Stat 28:587-604
Gastwirth JL (1970) On asymptotic relative efficiencies of a class of rank tests. J R Stat Soc Ser B 32:227-232
Hájek J, Šidáak Z (1967) Theory of rank tests. Academic Press, NewYork
Hallin M (1994) On the Pitman non-admissibility of correlogram-based methods. J Time Series Anal 15:607-611
Hallin M (2012) Asymptotic relative efficiency. In: Piegorsch W, El ShaarawiA (eds) Encyclopedia of environmetrics, 2nd edn.Wiley, NewYork, pp 106-110
Hallin M, Paindaveine D (2002a) Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. Ann Stat 30:1103-1133
Hallin M, Paindaveine D (2002b) Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence. Bernoulli 8:787-815
Hallin M, Paindaveine D (2004) Rank-based optimal tests of the adequacy of an elliptic VARMA model. Ann Stat 32:2642-2678
Hallin M, Paindaveine D (2005) Affine-invariant aligned rank tests for the multivariate general linear model with ARMA errors. J Multivariate Anal 93:122-163
Hallin M, Paindaveine D (2006) Semiparametrically efficient rank-based inference for shape: I Optimal rank-based tests for sphericity. Ann Stat 34:2707-2756
Hallin M, Paindaveine D (2008a) Chernoff-Savage and Hodges-Lehmann results for Wilks' test of independence. In: Balakrishnan Edsel Pena N, Silvapulle MJ (eds) Beyond parametrics in interdisciplinary research: Festschrift in honor of Professor Pranab K. Sen. I.M.S. Lecture notes-Monograph Series, pp 184-196
Hallin M, Paindaveine D (2008b) Optimal rank-based tests for homogeneity of scatter. Ann Stat 36:1261-1298
Hallin M, Puri ML (1988) Optimal rank-based procedures for time-series analysis: testing an ARMA model against other ARMA models. Ann Stat 16:402-432
Hallin M, Puri ML (1992) Rank tests for time series analysis. In: Brillinger D, Parzen E, Rosenblatt M (eds) New directions in time series analysis. Springer-Verlag, NewYork, pp 111-154
Hallin M, Puri ML (1994) Aligned rank tests for linear models with autocorrelated error terms. J Multivariate Anal 50:175-237
Hallin M, Swan Y, Verdebout T, Veredas D (2011) Rank-based testing in linear models with stable errors. J Nonparametr Stat 23:305-320
Hallin M, Swan Y, Verdebout T, Veredas D (2013) One-step R-estimation in linear models with stable errors. J Econometrics 172:195-204
Hallin M, Tribel O (2000) The efficiency of some nonparametric competitors to correlogram-based methods. In: Bruss FT, Le Cam L (eds) Game theory, optimal stopping, probability, and statistics. Papers in honor of T. S. Ferguson on the occasion of his 70th birthday. I.M.S. Lecture notes-Monograph Series, pp 249-262
Hodges JL, Lehmann EL (1956) The efficiency of some nonparametric competitors of the t-test. Ann Math Stat 2:324-335
Hodges JL, Lehmann EL (1961) Comparison of the normal scores andWilcoxon tests. Proceedings of the fourth Berkeley symposium on mathematical statististics and probability 1:307-318
Koul HL, Saleh AKME (1993) R-estimation of the parameters of autoregressive AR(p) models. Ann Stat 21:685-701
Koul HL, Saleh AKME (1995) Autoregression quantiles and related rank-scores processes. Ann Stat 25:670-689
Nikitin Y (1995) Asymptotic efficiency of nonparametric tests. Cambridge University Press, Cambridge
Noether GE (1955) On a theorem of Pitman. Ann Math Stat 26:64-68
Paindaveine D (2004) A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff-Savage results. Stat Methodol 1:81-91
Paindaveine D (2006) A Chernoff-Savage result for shape: on the non-admissibility of pseudo-Gaussian methods. J Multivariate Anal 97:2206-2220
Pitman EJG (1949) Notes on nonparametric statistical inference. Columbia University, mimeographed
Puri ML, Sen PK (1985) Nonparametric methods in general linear models.Wiley, NewYork
Randles RH, Wolfe DA (1979) Introduction to the theory of nonparametric statistics. Wiley, New York
Serfling R (1980) Approximation theorems of mathematical statistics.Wiley, NewYork
van der Vaart AW (1998) Asymptotic statistics. Cambridge University Press, Cambridge
Wald A, Wolfowitz J (1943) An exact test for randomness in the nonparametric case based on serial correlation. Ann Math Stat 14:378-388
Wilcoxon F (1945) Individual comparisons by ranking methods. Biom Bull 1:80-83
