Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices
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References listed on IDEAS
- Gamini Premaratne, 2005. "A Test for Symmetry with Leptokurtic Financial Data," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(2), pages 169-187.
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Keywordsquasi-linear mean; robustness; influence function; breakdown point; Laspeyres index; Paasche index; Fisher index;
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