The Hodges–Lehmann location estimator XXXXXXXXXXarose from inverting the one-sample Wilcoxon statistic, that is, the root of the equation                         w(µ) = N i=1 rank(|Xi − µ|) × sign(Xi...


The Hodges–Lehmann location estimator (14.4.2) arose from inverting the one-sample Wilcoxon statistic, that is, the root of the equation


                        w(µ) = N i=1 rank(|Xi − µ|) × sign(Xi − µ) = 0.


Following Exercise 14.6, code a routine that uses root-finding techniques for computing µ and compare this approach to hlqest.



May 03, 2022
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