Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549169 | Statistics & Probability Letters | 2016 | 4 Pages |
Abstract
We consider a specific set of one-step M-estimates of scatter parametrized by an arbitrary non-negative and continuous weight function and show that precisely two non-trivial scatter functionals in the set have the independence property.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J. Virta,