Generalized Hodges-Lehmann estimators for the analysis of variance

For Xi, ..., Xn a random sample and K(·, ·) a symmetric kernel this paper considers large sample properties of location estimator satisfying , . Asymptotic normality of is obtained and two forms of interval estimators for parameter [theta] satisfying EK(X1 - [theta], X2 - [theta]) = 0, are discussed. Consistent estimation of the variance parameters is obtained which permits the construction of asymptotically distribution free procedures. The p-variate and multigroup extension is accomplished to provide generalized one-way MANOVA. Monte Carlo results are included.