asHampel-class: Asymptotic Hampel risk

In distrMod: Object Oriented Implementation of Probability Models

Asymptotic Hampel risk

Description

Class of asymptotic Hampel risk which is the trace of the asymptotic covariance subject to a given bias bound (bound on gross error sensitivity).

Objects from the Class

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

Slots

type

Object of class "character": “trace of asymptotic covariance for given bias bound”.

bound

Object of class "numeric": given positive bias bound.

biastype

Object of class "BiasType": symmetric, one-sided or asymmetric

Extends

Class "asRiskwithBias", directly.
Class "asRisk", by class "asRiskwithBias". Class "RiskType", by class "asRisk".

Methods

bound

signature(object = "asHampel"): accessor function for slot bound.

show

signature(object = "asHampel")

Author(s)

Matthias Kohl [e-mail]

References

Hampel et al. (1986) Robust Statistics. The Approach Based on Influence Functions. New York: Wiley.

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

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

See Also

asRisk-class, asHampel

Examples

new("asHampel")

distrMod documentation built on Jan. 31, 2024, 3:06 a.m.