Hubert, Mia; Gijbels, Irène; Vanpaemel, Dina - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 3, pp. 448-465
Many univariate robust estimators are based on quantiles. As already theoretically pointed out by Fernholz (in J. Stat. Plan. Inference 57(1), 29–38, <CitationRef CitationID="CR7">1997</CitationRef>), smoothing the empirical distribution function with an appropriate kernel and bandwidth can reduce the variance and mean squared error...</citationref>
