Show that the limiting value as A of ????(1) defined in (8.4), when there is
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Show that the limiting value as A → ∞ of ????̂(1) defined in (8.4), when there is an isolated outlier of size A, is −1∕T + O(1∕T2).
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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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