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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Related Book For
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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