Material for “ Weighted Wilcoxon - type Smoothly Clipped
نویسندگان
چکیده
where sgn(x) stands for the sign of x. We first present and prove two useful lemmas about the unpenalized weighted Wilcoxon estimator under possible local contamination. These results will be useful later to establish the asymptotic properties of the penalized Wilcoxon estimator. In the proof of the two lemmas, we frequently refer to the book of Hettmansperger and McKean (1998), abbreviated as HM in the sequel.
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