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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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Robust weighted estimator of location
Let $X = (x_1, \ldots, x_n)$ be a sample of i.i.d values. There are several robust estimators of sample location, most notably sample median and Hodges-Lehmann estimator.
Now let $W = (w_1, \ldots, w …