getInfGamma: Generic Function for the Computation of the Optimal Clipping...

In ROptEstOld: Optimally Robust Estimation - Old Version

Description

Generic function for the computation of the optimal clipping bound. This function is rarely called directly. It is called by getInfClip to compute optimally robust ICs.

Usage

getInfGamma(L2deriv, risk, neighbor, ...)

## S4 method for signature 'UnivariateDistribution,asMSE,ContNeighborhood'
getInfGamma(L2deriv, risk, neighbor, cent, clip)

## S4 method for signature 
## 'UnivariateDistribution,asGRisk,TotalVarNeighborhood'
getInfGamma(L2deriv, risk, neighbor, cent, clip)

## S4 method for signature 'RealRandVariable,asMSE,ContNeighborhood'
getInfGamma(L2deriv, risk, neighbor, Distr, stand, cent, clip)

## S4 method for signature 
## 'UnivariateDistribution,asUnOvShoot,ContNeighborhood'
getInfGamma(L2deriv, risk, neighbor, cent, clip)

Arguments

L2deriv	L2-derivative of some L2-differentiable family of probability measures.
risk	object of class "RiskType".
neighbor	object of class "Neighborhood".
...	additional parameters
cent	optimal centering constant.
clip	optimal clipping bound.
stand	standardizing matrix.
Distr	object of class "Distribution".

Details

The function is used in case of asymptotic G-risks; confer Ruckdeschel and Rieder (2004).

Methods

L2deriv = "UnivariateDistribution", risk = "asMSE", neighbor = "ContNeighborhood"

used by getInfClip.

L2deriv = "UnivariateDistribution", risk = "asGRisk", neighbor = "TotalVarNeighborhood"

used by getInfClip.

L2deriv = "RealRandVariable", risk = "asMSE", neighbor = "ContNeighborhood"

used by getInfClip.

L2deriv = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "ContNeighborhood"

used by getInfClip.

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.

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

Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted).

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

asGRisk-class, asMSE-class, asUnOvShoot-class, ContIC-class, TotalVarIC-class

ROptEstOld documentation built on May 2, 2019, 12:51 p.m.