stamats/rmx: Radius-Minimax Estimators

Radius-minimax (rmx) estimators are a special class of optimally-robust statistical procedures (Kohl (2005), <https://epub.uni-bayreuth.de/839/2/DissMKohl.pdf>; Rieder et al. (2008), <doi:10.1007/s10260-007-0047-7>). It is a class of asymptotically linear estimators where infinitesimal (shrinking) neighborhoods around parametric models are assumed (Rieder (1994), ISBN:978-1-4684-0624-5; Ruckdeschel (2006), <doi:10.1007/s00184-005-0020-0>; Kohl et al. (2010), <doi:10.1007/s10260-010-0133-0>; Kohl (2012), <doi:10.1080/02331888.2010.540668>). In addition, various diagnostic plots and finite-sample corrections are included.

install.packages("remotes")
remotes::install_github("stamats/rmx")