Generic function for the computation of the optimal clipping bound/function. This function is rarely called directly. It is used to compute optimally robust ICs in case of fixed robust models.
1  getFixClipRegTS(clip, ErrorDistr, Regressor, risk, neighbor, ...)

clip 
optimal clipping bound. 
ErrorDistr 
error distribution. 
Regressor 
regressor. 
risk 
object of class 
neighbor 
object of class 
... 
additional parameters. 
The optimal clipping bound/function is computed.
optimal clipping bound for finitesample under/overshoot risk.
optimal clipping bound for finitesample under/overshoot risk.
optimal clipping function for finitesample under/overshoot risk.
optimal clipping function for finitesample under/overshoot risk.
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1989) A finitesample minimax regression estimator. Statistics 20(2): 211–221.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
ContICclass
, TotalVarICclass
,
Av1CondContICclass
, Av2CondContICclass
,
Av1CondTotalVarICclass
, CondContICclass
,
CondTotalVarICclass
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