Influence curve of the monotonic dependence function for binormal distributions |
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| Authors: | W Szczesny |
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| Institution: | Institute of Informatics , University of Warsaw , VIII p, Warszawa, 00-901 |
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| Abstract: | Explicit formulae are derived for the influence curve of the monotonic dependence function in the case of binormal distributions, and are compared with those for the correlation coefficient. The interpretation of the comparison is given. |
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| Keywords: | Diffusion processes parameter estimation asymptotic properties |
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