Abstract
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.
Details
Title
Influence and Change-of-Variance Functions of M-Quantiles
Author(s)
Genton, Marc
Date
1994
Laboratories
STAP
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > SB Archives > STAP - Chair of Applied Statistics
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Work produced at EPFL
Technical Reports
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Work produced at EPFL
Technical Reports
Record creation date
2006-04-04