## The Annals of Statistics

### A Linearized Version of the Hodges-Lehmann Estimator

Andre Antille

#### Abstract

In the estimation of a location parameter the Hodges-Lehmann estimator is known to have some "robust" properties, but it is very "expensive" for large sample sizes. By using the linearity of a special rank statistic we can find a linearized version which requires only $O(n \log n)$ operations.

#### Article information

Source
Ann. Statist., Volume 2, Number 6 (1974), 1308-1313.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176342883

Digital Object Identifier
doi:10.1214/aos/1176342883

Mathematical Reviews number (MathSciNet)
MR365868

Zentralblatt MATH identifier
0296.62035

JSTOR