Function to compute finite-sample corrected radii
Given some radius and some sample size the function computes the corresponding finite-sample corrected radius.
finiteSampleCorrection(r, n, model = "locsc")
r |
asymptotic radius (non-negative numeric) |
n |
sample size |
model |
has to be |
The finite-sample correction is based on empirical results obtained via simulation studies.
Given some radius of a shrinking contamination neighborhood which leads to an asymptotically optimal robust estimator, the finite-sample empirical MSE based on contaminated samples was minimized for this class of asymptotically optimal estimators and the corresponding finite-sample radius determined and saved.
The computation is based on the saved results of these Monte-Carlo simulations.
Finite-sample corrected radius.
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. Statistical Methods and Applications 17(1) 13-40. Extended version: http://r-kurs.de/RRlong.pdf
finiteSampleCorrection(n = 3, r = 0.001, model = "locsc") finiteSampleCorrection(n = 10, r = 0.02, model = "loc") finiteSampleCorrection(n = 250, r = 0.15, model = "sc")
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