ROptEst (version 1.3.4)

getBiasIC: Generic function for the computation of the asymptotic bias for an IC

Description

Generic function for the computation of the asymptotic bias for an IC.

Usage

getBiasIC(IC, neighbor, ...)
# S4 method for HampIC,UncondNeighborhood
getBiasIC(IC, neighbor, L2Fam, ...)

Value

The bias of the IC is computed.

Arguments

IC

object of class "InfluenceCurve"

neighbor

object of class "Neighborhood".

L2Fam

object of class "L2ParamFamily".

...

additional parameters

Methods

IC = "HampIC", neighbor = "UncondNeighborhood"

reads off the as. bias from the risks-slot of the IC.

IC = "TotalVarIC", neighbor = "UncondNeighborhood"

reads off the as. bias from the risks-slot of the IC, resp. if this is NULL from the corresponding Lagrange Multipliers.

Author

Peter Ruckdeschel

Details

This function is rarely called directly. It is used by other functions/methods.

References

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.

See Also

getRiskIC-methods, InfRobModel-class