Influence and Change-of-Variance Functions of M-Quantiles
Genton, Marc
1994

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
Keywords
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
Record creation date 2006-04-04

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