hubereps

Find the epsilon corresponding to a Huber k value

Kiefer-Wolfowitz maximum likelihood estimation for mixture models
and some other density estimation and regression methods based on convex
optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical
Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26,
<DOI:10.18637/jss.v082.i08>.

Roger Koenker

REBayes

Empirical Bayes Estimation and Inference

Jiaying Gu

Ivan Mizera

hubereps function

<dl><dt>k</dt>
<dd>Huber k value</dd></dl>

Arguments

Author

Huber epsilon — hubereps

<dl>

<dt>k</dt>
<dd>Huber k value</dd>

</dl>

hubereps: Huber epsilon

Description

Usage

Value

Arguments

Author