A Test for Asymmetry Associated with the Hodges-Lehmann Estimator
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 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.