getBiasIC: Generic function for the computation of the asymptotic bias...

In ROptEst: Optimally Robust Estimation

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 signature 'HampIC,UncondNeighborhood'
getBiasIC(IC, neighbor, L2Fam, ...)

Arguments

IC	object of class "InfluenceCurve"
neighbor	object of class "Neighborhood".
L2Fam	object of class "L2ParamFamily".
...	additional parameters

Details

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

Value

The bias of the IC is computed.

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.

Note

This generic function is still under construction.

Author(s)

Peter Ruckdeschel [e-mail]

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

ROptEst documentation built on Nov. 17, 2022, 1:06 a.m.