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...hich gives more weight for the observations with a small mahalanobis distance. My question is, should I use this function u(s) as my weigth option at the COV.WT function. Is that clear! Thanks in advance, Marc -- View this message in context: http://www.nabble.com/ML-estimators-of-bivariate-cauchy-tp22124857p22124857.html Sent from the R help mailing list archive at Nabble.com.