MEstimate-class: MEstimate-class.

In RobAStBase: Robust Asymptotic Statistics

MEstimate-class.

Description

Class of asymptotically linear estimates.

Objects from the Class

Objects can be created by calls of the form new("MEstimate", ...). More frequently they are created via the generating function locMEstimator.

Slots

name

Object of class "character": name of the estimator.

estimate

Object of class "ANY": estimate.

samplesize

Object of class "numeric": sample size.

asvar

Optional object of class "matrix": asymptotic variance.

asbias

Optional object of class "numeric": asymptotic bias.

pIC

Optional object of class InfluenceCurve: influence curve.

nuis.idx

object of class "OptionalNumeric": indices of estimate belonging to the nuisance part.

Mroot

Object of class "numeric": value of the M equation at the estimate.

Infos

object of class "matrix" with two columns named method and message: additional informations.

Extends

Class "ALEstimate", directly.
Class "Estimate", by class "ALEstimate".

Methods

Mroot

signature(object = "MEstimate"): accessor function for slot Mroot.

show

signature(object = "MEstimate")

Author(s)

Matthias Kohl [e-mail]

See Also

ALEstimate-class

Examples

## prototype
new("MEstimate")

RobAStBase documentation built on Feb. 2, 2024, 3 p.m.