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

DOI10.1145/1271.319414MaRDI QIDQ3343393zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

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

Cited in

(5)

• A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares
• Algorithm 1034: an accelerated algorithm to compute the \(Q_n\) robust statistic, with corrections to constants
• 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
• Efficient calculation of hodges-lehmann estimators of location

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