• the HodgesLehmann estimator is a consistent and median-unbiased estimate of the population median. For non-symmetric populations, the HodgesLehmann estimator...
    9 KB (1,045 words) - 04:58, 26 April 2024
  • Thumbnail for Median
    the HodgesLehmann estimator is a robust and highly efficient estimator of the population median; for non-symmetric distributions, the HodgesLehmann estimator...
    61 KB (7,722 words) - 23:55, 11 September 2024
  • Thumbnail for Erich Leo Lehmann
    one of the eponyms of the Lehmann–Scheffé theorem and of the HodgesLehmann estimator of the median of a population. Lehmann was born in Strasbourg, Alsace-Lorraine...
    8 KB (707 words) - 14:42, 3 September 2024
  • delete-1, such as the delete-m jackknife or the delete-all-but-2 HodgesLehmann estimator, overcome this problem for the medians and quantiles by relaxing...
    18 KB (2,225 words) - 15:27, 31 July 2024
  • rest of his career. Hodges is best known for his contributions to the field of statistics, including the HodgesLehmann estimator, the nearest neighbor...
    3 KB (203 words) - 02:55, 15 June 2023
  • Thumbnail for Standard error
    }_{\bar {x}}\ \approx {\frac {\sigma _{x}}{\sqrt {n}}}.} As this is only an estimator for the true "standard error", it is common to see other notations here...
    20 KB (2,691 words) - 17:40, 10 June 2024
  • Thumbnail for Jackknife resampling
    the bootstrap. Given a sample of size n {\displaystyle n} , a jackknife estimator can be built by aggregating the parameter estimates from each subsample...
    14 KB (2,100 words) - 19:07, 22 July 2024
  • of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer input...
    22 KB (3,062 words) - 02:03, 28 June 2024
  • {\displaystyle g_{2}} above is a biased estimator of the population excess kurtosis. An alternative estimator of the population excess kurtosis, which...
    35 KB (5,140 words) - 10:43, 31 August 2024
  • estimates. Unfortunately, when there are outliers in the data, classical estimators often have very poor performance, when judged using the breakdown point...
    41 KB (5,839 words) - 07:31, 11 July 2024