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Influence and Change-of-Variance Functions of M-Quantiles
Genton, Marc
1994
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.
Type
report
Authors
Genton, Marc
Publication date
1994
EPFL units
Available on Infoscience
April 4, 2006
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