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    $\begingroup$ Thank you for the citation! Bradley's work seems quite old so I suspect it does not have much work on modern simulation studies to compare efficiencies and Type I/II error rates in various scenarios? I'd also be interested in what he suggests about Brunner-Munzel tests - should they be used instead of a U test if variances in the two groups are not known to be equal? $\endgroup$ Commented Nov 5, 2014 at 22:11
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    $\begingroup$ Bradley does discuss efficiencies, although most of the time, it is in the context of asymptotic relative efficiency. He brings sources sometimes for statements about finite sample-size efficiency, but as the work is from 1968, I'm sure much better analyses have been done since then. Speaking of which, If I have it right, Brunner and Munzel wrote their article in 2000, which explains why there is no mention of it in Bradley. $\endgroup$ Commented Nov 5, 2014 at 23:23
  • $\begingroup$ Yes that would indeed explain it! :) Do you know if there is a more up to date survey than Bradley? $\endgroup$ Commented Nov 5, 2014 at 23:25
  • $\begingroup$ A brief search shows that there are a lot of recent texts on non-parametric statistics. For example: Nonparametric Statistical Methods (Hollander et al, 2013), Nonparametric Hypothesis Testing: Rank and Permutation Methods with Applications in R (Bonnini et al, 2014), Nonparametric Statistical Inference, Fifth Edition (Gibbons and Chakraborti, 2010). There are many others which come up in various searches. As I don't have any, I cannot make any recommendations. Sorry. $\endgroup$ Commented Nov 6, 2014 at 0:20