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A quantile estimator that uses robust estimators of location and spread, which resist
the effects of extreme observations.
The robust bi-weight estimator (Horn & Pesce 1998) uses robust estimators of location and spread, which resist the effects of extreme observations. It requires a symmetric distribution. If the distribution is skewed, you should apply a transform to achieve symmetry, or create a new sample by mirroring the sample around the median to form a symmetric distribution (Horn, 1990), before applying the bi-weight estimator.