n this paper we compute the influence function and change-of-variance function of M-quantiles and deduce those of quantiles and expectiles as a special case. A redescending M-quantile constructed with Tukey's biweight is also studied.
Daniel Kuhn, Yves Rychener, Viet Anh Nguyen
Alexander Zhiboedov, João Pedro Alves Da Silva
Frédéric Courbin, Gianluca Castignani, Jean-Luc Starck, Austin Chandler Peel, Maurizio Martinelli, Yi Wang, Richard Massey, Fabio Finelli, Marcello Farina