getBiasIC {ROptEst} | R Documentation |
Generic function for the computation of the asymptotic bias for an IC.
getBiasIC(IC, neighbor, ...) ## S4 method for signature 'HampIC, UncondNeighborhood': getBiasIC(IC, neighbor, L2Fam, ...)
IC |
object of class "InfluenceCurve" |
neighbor |
object of class "Neighborhood" . |
L2Fam |
object of class "L2ParamFamily" . |
... |
additional parameters |
This function is rarely called directly. It is used by other functions/methods.
The bias of the IC is computed.
NULL
from the corresponding
Lagrange Multipliers. This generic function is still under construction.
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Bias of M-estimators on Neighborhoods.
getRiskIC-methods
, InfRobModel-class