Let ???? be a location M-estimator. Show that if the distribution of the xi is symmetric about

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Let ????̂ be a location M-estimator. Show that if the distribution of the xi is symmetric about ????, so is the distribution of ????̂, and that the same happens with trimmed means.

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Robust Statistics Theory And Methods

ISBN: 9781119214687

2nd Edition

Authors: Ricardo A. Maronna, R. Douglas Martin, Victor J. Yohai, Matías Salibián-Barrera

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