Nonparametric methods for paired samples

The small sample and asymptotic properties of nonparametric tests for paired sampled are examined. Linear rank statistics are compared with the paired t-test and the Wilcoxon-signed-rank test in simulation studies. From a minimax point of view the linear rank statistics turn out to be the best. Moreover, it is illustrated that the Wilcoxon-signed-rank test should not be used if it is not clear that the differences of the pairs have a symmetric distribution.