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Extremiles: a new perspective on asymmetric least squares

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Figure

Figure 1: Some simulation evidence – Ordinary extremiles. The evolution of the ratioMSEpξpLτ q{MSEpqpατq against the sample size n, at the levels τ  0.1, 0.3, 0.5, 0.7 and 0.9.
Figure 2:Trimmed extremiles – From top to bottom, the BurrnStudentp4, 1q, Paretop4q andp3q distributions

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