6.1 Let X1, . . . ,Xn have distribution function F(x) where F is symmetric around 0....
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6.1 Let X1, . . . ,Xn have distribution function F(x−) where F is symmetric around 0. Let Tn be Huber’s M-estimator generated by the -function
(3.16) with the boundary k. Then p n(Tn − ) has asymptotically normal distribution N(0, 2(k, F) where
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Related Book For 
Robust Statistical Methods With R
ISBN: 9781032092607
2nd Edition
Authors: Jana Jurecková, Jan Picek, Martin Schindler
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