A finite sample estimate of the variance of the sample median

Simon J. Sheather

Statistics & Probability Letters, 1986, vol. 4, issue 6, 337-342

Abstract: A finite sample estimate of the variance of the sample median is proposed. This estimate is shown to have smaller bias than the related estimate of Maritz and Jarrett (1978) and Efron (1979).

Keywords: median; variance; estimate (search for similar items in EconPapers)
Date: 1986
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