getInfStand: Generic Function for the Computation of the Standardizing Matrix

Description

Generic function for the computation of the standardizing matrix which takes care of the Fisher consistency of the corresponding IC. This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfStand(L2deriv, neighbor, ...)
# S4 method for UnivariateDistribution,ContNeighborhood
getInfStand(L2deriv, neighbor, clip, cent, trafo)
# S4 method for UnivariateDistribution,TotalVarNeighborhood
getInfStand(L2deriv, neighbor, clip, cent, trafo)
# S4 method for RealRandVariable,ContNeighborhood
getInfStand(L2deriv, neighbor, Distr, A.comp, stand, clip, cent, trafo)

Arguments

L2deriv

L2-derivative of some L2-differentiable family of probability measures.

neighbor

object of class "Neighborhood"

…

additional parameters

clip

optimal clipping bound.

cent

optimal centering constant.

stand

standardizing matrix.

Distr

object of class "Distribution".

trafo

matrix: transformation of the parameter.

A.comp

matrix: indication which components of the standardizing matrix have to be computed.

Value

The standardizing matrix is computed.

Methods

L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood": computes standardizing matrix.
L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood": computes standardizing matrix.
L2deriv = "RealRandVariable", neighbor = "ContNeighborhood": computes standardizing matrix.

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.