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

Simon J. Sheather

doi:10.1111/j.1467-842X.1987.tb00722.x

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

Simon J. Sheather

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	66-83
Number of pages	18
Journal	Australian Journal of Statistics
Volume	29
Issue number	1
DOIs	https://doi.org/10.1111/j.1467-842X.1987.tb00722.x
State	Published - Apr 1987

Keywords

Hodges‐Lehmann estimator
ordered pairwise averages
ordered pairwise differences

ASJC Scopus subject areas

Statistics and Probability

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10.1111/j.1467-842X.1987.tb00722.x

Cite this

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

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.",

keywords = "Hodges‐Lehmann estimator, ordered pairwise averages, ordered pairwise differences",

author = "Sheather, \{Simon J.\}",

year = "1987",

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doi = "10.1111/j.1467-842X.1987.tb00722.x",

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T1 - A new Method of Estimating the Asymptotic Standard Error of the Hodges‐Lehmann Estimator Based on Generalized Least Squares

AU - Sheather, Simon J.

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N2 - 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.

AB - 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.

KW - Hodges‐Lehmann estimator

KW - ordered pairwise averages

KW - ordered pairwise differences

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U2 - 10.1111/j.1467-842X.1987.tb00722.x

DO - 10.1111/j.1467-842X.1987.tb00722.x

M3 - Article

AN - SCOPUS:84948344749

SN - 0004-9581

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JO - Australian Journal of Statistics

JF - Australian Journal of Statistics

IS - 1

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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