I want to know if the hodges lehmann estimator is U statistic and if yes how to prove it?
1 Answer
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It is not, but it is related to the Wilcoxon rank sum test (also called Mann Whitney U test) and the U statistic. See the link below for details.
https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_npar1way_details19.htm
