locMEstimator {ROptEstOld} | R Documentation |
Generic function for the computation of location M estimators.
locMEstimator(x, IC, ...) ## S4 method for signature 'numeric, InfluenceCurve': locMEstimator(x, IC, eps = .Machine$double.eps^0.5)
x |
sample |
IC |
object of class "InfluenceCurve" |
... |
additional parameters |
eps |
the desired accuracy (convergence tolerance). |
Returns a list with component
loc |
M estimator of location |
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1964) Robust estimation of a location parameter. Ann. Math. Stat. 35: 73–101.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.