Consider the influence function for the Hodges–Lehmann estimator given in expression (10

Statistics Sep 09, 2020

Consider the influence function for the Hodges–Lehmann estimator given in expression (10.9.21). Show for it that property (10.9.22) is true. Next, evaluate expression (10.9.23) and, hence, obtain the asymptotic distribution of the estimator as given in expression (10.9.25). Does it agree with the result derived in Section 10.3?