On the Asymptotic Equivalence of Two Ranking Methods for $K$-Sample Linear Rank Statistics

Abstract

Two methods of ranking $K$ samples for rank tests comparing $K$ populations are considered. The first method ranks the $K$ samples jointly; the second ranks the $K$ samples pairwise. These procedures were first suggested by Dunn (1964), and Steel (1960), respectively. It is shown that both ranking procedures are asymptotically equivalent for rank-sum tests satisfying certain nonrestrictive conditions. The problem is formulated in terms of multiple comparisons, but is applicable to other nonparametric procedures based on $K$-sample rank statistics.