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与Hodges-Lehmann估计量相关的非对称性检验

A Test for Asymmetry Associated with the Hodges-Lehmann Estimator

Journal of the American Statistical Association · 1982
被引 19
ABS 4

中文导读

研究了Hodges-Lehmann估计量的一种版本,它也是由特定Cramér-von Mises距离导出的最小距离估计量,该距离在估计量处的取值可用于检验分布的非对称性。

Abstract

Abstract One version of the Hodges-Lehmann estimator, = median{(Xi + Xj )/2, 1 ≤ i, j ≤ n}, is also the minimum distance estimator derived from a particular Cramér-von Mises distance. This distance evaluated at , that is, the minimized distance, provides a natural statistic for testing asymmetry of the underlying distribution.

统计学非参数统计假设检验估计量