Some Small Sample Variances for Hodges-Lehmann Estimates and Related Estimates.

Abstract : 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 BLUE's, and 'usually-efficient' BLUE's. (Author)