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

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

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.

Usage

getFixClipRegTS(clip, ErrorDistr, Regressor, risk, neighbor, ...)

Arguments

clip	optimal clipping bound.
ErrorDistr	error distribution.
Regressor	regressor.
risk	object of class "RiskType".
neighbor	object of class "Neighborhood".
...	additional parameters.

Value

The optimal clipping bound/function is computed.

Methods

clip = "numeric", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "ContNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

clip = "numeric", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "TotalVarNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

clip = "numeric", ErrorDistr = "Norm", Regressor = "numeric", risk = "fiUnOvShoot", neighbor = "CondContNeighborhood"

optimal clipping function for finite-sample under-/overshoot risk.

clip = "numeric", ErrorDistr = "Norm", Regressor = "numeric", risk = "fiUnOvShoot", neighbor = "CondTotalVarNeighborhood"

optimal clipping function for finite-sample under-/overshoot risk.

Author(s)

Matthias Kohl [e-mail]

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.

Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211–221.

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

See Also

ContIC-class, TotalVarIC-class, Av1CondContIC-class, Av2CondContIC-class, Av1CondTotalVarIC-class, CondContIC-class, CondTotalVarIC-class

ROptRegTS documentation built on May 2, 2019, 3:40 p.m.