4.5 Let ri = Yix0 i b 0, i = 1, . . . , n be...

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4.5 Let ri = Yi−x0 i

b 0, i = 1, . . . , n be the residuals with respect to estimator b

0 of , and let n be the solution of the minimization

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where is the criterion function of an -regression quantile defined in (4.55), 0

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where (x) = − I[x

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Robust Statistical Methods With R

ISBN: 9781032092607

2nd Edition

Authors: Jana Jurecková, Jan Picek, Martin Schindler

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