ROptEst: getBiasIC – R documentation

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getBiasIC

Generic function for the computation of the asymptotic bias for an IC

Generic function for the computation of the asymptotic bias for an IC.

getBiasIC(IC, neighbor, ...)

## S4 method for signature 'HampIC,UncondNeighborhood'
getBiasIC(IC, neighbor, L2Fam, ...)

`IC`	object of class `"InfluenceCurve"`
`neighbor`	object of class `"Neighborhood"`.
`L2Fam`	object of class `"L2ParamFamily"`.
`...`	additional parameters

This function is rarely called directly. It is used by other functions/methods.

The bias of the IC is computed.

IC = "HampIC", neighbor = "UncondNeighborhood": reads off the as. bias from the risks-slot of the IC.
IC = "TotalVarIC", neighbor = "UncondNeighborhood": reads off the as. bias from the risks-slot of the IC, resp. if this is NULL from the corresponding Lagrange Multipliers.

This generic function is still under construction.

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

Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.

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

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

Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Bias of M-estimators on Neighborhoods.