Generic function for the computation of the optimal clipping bound in case of robust models with fixed neighborhoods. This function is rarely called directly. It is used to compute optimally robust ICs.
getFixClip(clip, Distr, risk, neighbor, ...)# S4 method for numeric,Norm,fiUnOvShoot,ContNeighborhood
getFixClip(clip, Distr, risk, neighbor)
# S4 method for numeric,Norm,fiUnOvShoot,TotalVarNeighborhood
getFixClip(clip, Distr, risk, neighbor)
positive real: clipping bound
object of class "Distribution"
.
object of class "RiskType"
.
object of class "Neighborhood"
.
additional parameters.
The optimal clipping bound is computed.
optimal clipping bound for finite-sample under-/overshoot risk.
optimal clipping bound for finite-sample under-/overshoot risk.
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269--278.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.