A method for estimating the asymptotic standard error of the sample median based on generalized least squares is outlined. The practical problems of implementing this new estimate along with those associated with two existing estimates are discussed. Finally a simulation study is presented to compare the three estimates.
|Number of pages||14|
|Journal||Australian Journal of Statistics|
|State||Published - Apr 1983|
ASJC Scopus subject areas
- Statistics and Probability