OBREMatVMatQEl11

Function computing argument element [1, 1] of matrix Q of asymptotic covariance matrix V.

An implementation for computing Optimal B-Robust Estimators of two-parameter
distribution. The procedure is composed of some equations
that are evaluated alternatively until the solution is reached. Some tools
for analyzing the estimates are included. The most relevant is
covariance matrix computation using a closed formula.

Fabio Piacenza

OBRE

Optimal B-Robust Estimator Tools

Andrea Riboldi

Ivan Luciano Danesi

Oliver Kuehnle

Davide Di Vincenzo

Ruben Ciaponi

Stephen Allen

Novella Saccenti

Annarita Filippi

OBREMatVMatQEl11 function

<dl><dt>nvData</dt>
<dd>The vector of data.</dd>
<dt>nTheta1</dt>
<dd>The first parameter.</dd>
<dt>nTheta2</dt>
<dd>The second parameter.</dd>
<dt>lDensityExpr</dt>
<dd>List of symbolic expressions of density, cumulative and derivatives.</dd>
<dt>nCParOBRE</dt>
<dd>OBRE c parameter.</dd>
<dt>matA</dt>
<dd>Matrix A.</dd>
<dt>nvA</dt>
<dd>Vector a.</dd></dl>

Arguments

Element [1, 1] of matrix Q. — OBREMatVMatQEl11

<dl>

<dt>nvData</dt>
<dd>The vector of data.</dd>


<dt>nTheta1</dt>
<dd>The first parameter.</dd>


<dt>nTheta2</dt>
<dd>The second parameter.</dd>


<dt>lDensityExpr</dt>
<dd>List of symbolic expressions of density, cumulative and derivatives.</dd>


<dt>nCParOBRE</dt>
<dd>OBRE c parameter.</dd>


<dt>matA</dt>
<dd>Matrix A.</dd>


<dt>nvA</dt>
<dd>Vector a.</dd>

</dl>

Element [1, 1] of matrix Q.

OBREMatVMatQEl11: Element [1, 1] of matrix Q.

Description

Usage

Arguments