n times the empirical variances of the Hodges-Lehmann estimator (HL3) under the standard normal distribution, where \(n\) is the sample size and \(n\) is from 1 to 100. For the HL3, the median is taken over all \((i,j)\) where \(i,j=1,2,\ldots,n\), that is, $$\mathrm{HL3} = \mathop{\mathrm{median}}_{\forall(i,j)} \Big( \frac{X_i+X_j}{2} \Big).$$ They are obtained using the extensive Monte Carlo simulation with 1E07 replicates.
n.times.eVar.of.HL3n.times.eVar.of.HL3 returns a vector of 100 values.
This data frame contains 100 values.
Park, C., H. Kim, and M. Wang (2019). Finite-sample properties of robust location and scale estimators. arXiv:1908.00462.
Hodges, J. L. and E. L. Lehmann (1963). Estimates of location based on rank tests. Annals of Mathematical Statistics, 34, 598--611.