Description

Class of finite-sample under-/overshoot probability.

Objects from the Class

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

Slots

type

Object of class "character": “finite-sample under-/overshoot probability”.

width

Object of class "numeric": half the width of given confidence interval.

Extends

Class "fiRisk", directly.
Class "RiskType", by class "fiRisk".

Methods

width

signature(object = "fiUnOvShoot"): accessor function for slot width.

show

signature(object = "fiUnOvShoot")

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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

Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211–221.

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

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

See Also

fiRisk-class

Examples