Strong unimodality and scale mixtures
type: Item
instance of: scholarly article
title: Strong unimodality and scale mixtures
zbMATH Open document ID: 0568.62023
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3907560
zbMATH Keywords: strong unimodality
zbMATH Keywords: asymptotically optimal L-estimator
zbMATH Keywords: Tukey model
zbMATH Keywords: gross errors
zbMATH Keywords: scale mixtures
author: Wei-Yin Loh
MaRDI profile type: Publication
cites work: The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
cites work: Q3048075
cites work: Q5543905
cites work: Q3672893
cites work: Contributions to the theory of stochastic programming
cites work: Q5682159
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description: scientific article; zbMATH DE number 3907560