A Robust Subset Selection Procedure for Location Parameter Case Based on Hodges-Lehmann Estimators

Abstract

This paper deals with a robust subset selection procedure based on Hodges-Lehmann estimators of location parameters. An improved formula for the estimated standard error of Hodges-Lehmann estimators is considered. Also, the degrees of freedom of the studentized Hodges-Lehmann estimators are investigated and it is suggested to use 0.8n instead of n - 1. The proposed procedure is compared with the other subset selection procedures and its is shown to have good efficiency for heavy-tailed distributions.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1988
Accession Number
ADA204289

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  • Kang S. Lee

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  • Purdue University

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  • Materials and Manufacturing Processes

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