Algorithm 616: fast computation of the Hodges-Lehmann location estimator

John F Monahan · 1984
DOI: 10.1145/1271.319414

Relevant discussion in DescTools: https://github.com/AndriSignorell/DescTools/issues/97 The algorithm was implemented in v0.99.52.

Reference

John F Monahan “Algorithm 616: fast computation of the Hodges-Lehmann location estimator” (1984) DOI: 10.1145/1271.319414

@Article{monahan1984,
  title = {Algorithm 616: fast computation of the Hodges-Lehmann location estimator},
  volume = {10},
  issn = {0098-3500, 1557-7295},
  shorttitle = {Algorithm 616},
  url = {https://dl.acm.org/doi/10.1145/1271.319414},
  doi = {10.1145/1271.319414},
  language = {en},
  number = {3},
  urldate = {2023-12-10},
  journal = {ACM Transactions on Mathematical Software},
  author = {Monahan, John F},
  month = {aug},
  year = {1984},
  pages = {265--270}
}