A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares |
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| Authors: | Simon J. Sheather |
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| Affiliation: | Department of Statistics, University of Melbourne |
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| 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. |
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| Keywords: | Hodges-Lehmann estimator ordered pairwise averages ordered pairwise differences |
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