A Note on the Hodges–Lehmann Estimator and the Logistic Distribution

DOI10.1080/03610920500440024MaRDI QIDQ5201487zbMATH OpenOpenAlexWikidataFDO

Authors Gabriela Damilano, Pedro Puig

Publication date 19 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500440024

zbMATH Keywords

characterization of distributionspseudolikelihoodasymptotically efficient estimatorlocation and scale modelssymmetric location models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Confidence intervals for the parameters of the logistic distribution
• Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution
• Estimates of Location Based on Rank Tests
• Pseudo maximum likelihood estimation: Theory and applications
• Small Sample Behavior of Some Robust Linear Estimators of Location

Cited in

(8)

• A new Method of Estimating the Asymptotic Standard Error of the Hodges-Lehmann Estimator Based on Generalized Least Squares
• Revisiting the Hodges-Lehmann estimator in a location mixture model: is asymptotic normality good enough?
• A NOTE ON HOSMER-LEMESHOW TEST IN LOGISTIC MODELS
• scientific article; zbMATH DE number 4131434 (Why is no real title available?)
• Algorithm 616: fast computation of the Hodges-Lehmann location estimator
• Efficient calculation of hodges-lehmann estimators of location
• Hodges-Lehmann scale estimator for Cauchy distribution
• Approximated non parametric confidence regions for the ratio of two percentiles

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