asvarQBCC computes the asymptotic (co)variance of
a QuantileBCC estimator at a Weibull model.
asvarQBCC( model, p1 = 1/3, p2 = 2/3)
an object of class
levels of the quantiles; maximal breakdown point is achieved for p1=p2-p1=1-p2=1/3 which is the default.
All terms are analytic.
A 2x2 matrix; the covariance.
Peter Ruckdeschel email@example.com
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