Generalized Hodges-Lehmann estimators for the analysis of variance

DOI10.1016/0047-259X(90)90053-KzbMath0699.62029MaRDI QIDQ913400

Gavin G. Gregory

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo resultscontiguous alternativessymmetric kernelAsymptotic normalityU- statisticsasymptotically distribution free proceduresConsistent estimationgeneralized Hodges-Lehmann estimatorsgeneralized one- way MANOVAgeneralized T-squareinterval estimatorslarge sample properties of location estimatorlimit distribution ofvariance parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Nonparametric inference (62G99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A central limit theorem under contiguous alternatives
• Large sample theory for U-statistics and tests of fit
• Approximation Theorems of Mathematical Statistics
• A New Method for Constructing Approximate Confidence Intervals from M Estimates
• Estimates of Location Based on Rank Tests
• A Random Normal Number Generator for 32-Bit-Word Computers
• A Class of Statistics with Asymptotically Normal Distribution

This page was built for publication: Generalized Hodges-Lehmann estimators for the analysis of variance