Search results for "Hodges–Lehmann estimator"

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Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review

1999

The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one-sample and two-sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann-type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples.

Statistics and ProbabilityMultivariate statisticsPure mathematicsHodges–Lehmann estimatorRank (linear algebra)StatisticsStatistical inferenceEquivariant mapSign testAffine transformationStatistics Probability and UncertaintySign (mathematics)MathematicsScandinavian Journal of Statistics

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