Strong unimodality and scale mixtures (Q1060505): Difference between revisions
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Latest revision as of 18:13, 14 June 2024
scientific article
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English | Strong unimodality and scale mixtures |
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Strong unimodality and scale mixtures (English)
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1984
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It is known that the asymptotically optimal L-estimator has non-negative weights if and only if the underlying density is strongly unimodal. Since the Tukey model is often used to model data containing gross errors, it is of interest to know when such densities are strongly unimodal. This paper examines the question more generally for a large class of scale mixtures. A simple necessary and sufficient condition is given in the case of the Tukey model.
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strong unimodality
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asymptotically optimal L-estimator
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Tukey model
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gross errors
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scale mixtures
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