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Some Small Sample Variances for Hodges-Lehmann Estimates and Related Estimates.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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The paper gives Monte Carlo estimates of the variance of Hodges-Lehmann location estimates, of corresponding linearized versions, and, of universally-efficient versions. The variances are estimated for the two-sample problem for n m 10, 26, 50 and for the populations, logistic, double-exponential, normal, Cauchy, and double-quadratic. Comparisons are given between the variances estimated here and those of BLUEs, and usually-efficient BLUEs. Author
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