Class of finite-sample Hampel risk which is
the trace of the finite-sample covariance subject to
a given bias bound (bound on gross error sensitivity).
Arguments
Objects from the Class
Objects can be created by calls of the form new("fiHampel", ...).
More frequently they are created via the generating function
fiHampel.
Slots
type:
Object of class "character":
“trace of finite-sample covariance for given bias bound”.
bound:
Object of class "numeric":
given positive bias bound.
Extends
Class "fiRisk", directly.
Class "RiskType", by class "fiRisk".
Methods
bound
signature(object = "fiHampel"):
accessor function for slot bound.
show
signature(object = "fiHampel")
References
Hampel et al. (1986) Robust Statistics.
The Approach Based on Influence Functions. New York: Wiley.
Ruckdeschel, P. and Kohl, M. (2005) How to approximate
the finite sample risk of M-estimators.