Hubert, Mia; Gijbels, Irène; Vanpaemel, Dina - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 3, pp. 448-465
function with an appropriate kernel and bandwidth can reduce the variance and mean squared error (MSE) of some quantile-based … estimators in small data sets. In this paper we apply this idea on several robust estimators of location, scale and skewness. We …