the Hodges–Lehmann estimator is a consistent and median-unbiased estimate of the population median. For non-symmetric populations, the Hodges–Lehmann estimator...
9 KB (1,045 words) - 04:58, 26 April 2024
Median (redirect from Median unbiased estimator)
the Hodges–Lehmann estimator is a robust and highly efficient estimator of the population median; for non-symmetric distributions, the Hodges–Lehmann estimator...
61 KB (7,722 words) - 23:55, 11 September 2024
one of the eponyms of the Lehmann–Scheffé theorem and of the Hodges–Lehmann estimator of the median of a population. Lehmann was born in Strasbourg, Alsace-Lorraine...
8 KB (707 words) - 14:42, 3 September 2024
Resampling (statistics) (redirect from Jackknife estimator)
delete-1, such as the delete-m jackknife or the delete-all-but-2 Hodges–Lehmann 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 Hodges–Lehmann estimator, the nearest neighbor...
3 KB (203 words) - 02:55, 15 June 2023
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
Standard error (section Accuracy of the estimator)
}_{\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
Kurtosis (section A natural but biased estimator)
{\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
Efficiency (statistics) (redirect from Efficient estimator)
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
Robust statistics (redirect from Robust estimator)
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