Influence and Change-of-Variance Functions of M-Quantiles

n this paper we compute the influence function and change-of-variance function of M-quantiles and deduce those of quantiles and expectiles as a special case. A redescending M-quantile constructed with Tukey's biweight is also studied.


Year:
1994
Keywords:
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 Record created 2006-04-04, last modified 2018-03-17


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