A new Method of Estimating the Asymptotic Standard Error of the Hodges‐Lehmann Estimator Based on Generalized Least Squares

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2 Scopus citations

Abstract

A method of estimating the asymptotic standard error of the Hodges‐Lehmann estimator based on generalized least squares is described. The results of a Monte Carlo study comparing the new method with existing ones are given.

Original languageEnglish
Pages (from-to)66-83
Number of pages18
JournalAustralian Journal of Statistics
Volume29
Issue number1
DOIs
StatePublished - Apr 1987

Keywords

  • Hodges‐Lehmann estimator
  • ordered pairwise averages
  • ordered pairwise differences

ASJC Scopus subject areas

  • Statistics and Probability

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