| fiHampel-class {distrMod} | R Documentation |
Class of finite-sample Hampel risk which is the trace of the finite-sample covariance subject to a given bias bound (bound on gross error sensitivity).
Objects can be created by calls of the form new("fiHampel", ...).
More frequently they are created via the generating function
fiHampel.
type:"character":
“trace of finite-sample covariance for given bias bound”. bound:"numeric":
given positive bias bound.
Class "fiRisk", directly.
Class "RiskType", by class "fiRisk".
signature(object = "fiHampel"):
accessor function for slot bound. signature(object = "fiHampel")Matthias Kohl Matthias.Kohl@stamats.de
Hampel et al. (1986) Robust Statistics. The Approach Based on Influence Functions. New York: Wiley.
Ruckdeschel, P. and Kohl, M. (2005) How to approximate the finite sample risk of M-estimators.
new("fiHampel")