For the uniform [−θ,θ] distribution function, θ > 0, which ψ-function would you recommend for the M-estimation of θ ? What about a mixture of two uniform distributions ? Write down the estimating...

For the uniform [−θ,θ] distribution function, θ > 0, which ψ-function would you recommend for the M-estimation of θ ? What about a mixture of two uniform distributions ?

Write down the estimating equations in (3.36) in terms of the an:i , bnij , and Xn:i . Under which conditions on the an:i and bnij are the estimators µˆn and ˆδn uncorrelated?