Show that |????(1)| 1 for ????(1) in (8.3). Also show that if the summation in the

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Show that |????̂(1)| ≤ 1 for ????̂(1) in (8.3). Also show that if the summation in the denominator in (8.3) ranges only from 1 to T − 1, then |????̂(1)| can be larger than one.

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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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