Algorithm 616: fast computation of the Hodges-Lehmann location estimator

DOI10.1145/1271.319414zbMath0551.65098OpenAlexW1985563803MaRDI QIDQ3343393

John F. Monahan

Publication date: 1984

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1271.319414

zbMATH Keywords

computational complexitymedianstatistical computingquicksortdivide and conquerHodges-Lehmann location estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Weighted selectin for the multiset x∓xwith application to r–estimates and associated confidence limits ⋮ R-Estimator of Location of the Generalized Secant Hyperbolic Distribution

Cites Work

• Selecting the Kth Element in $X + Y$ and $X_1 + X_2 + \cdots + X_m $
• Lower Bounds for Selection in X + Y and Other Multisets
• A More Portable Fortran Random Number Generator
• On Some Robust Estimates of Location
• Estimates of Location Based on Rank Tests
• Robust Estimates of Location: Survey and Advances

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