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ROptEst (version 0.5.0)

oneStepEstimator: Generic function for the computation of one-step estimators

Description

Generic function for the computation of one-step estimators.

Usage

oneStepEstimator(x, IC, start)

Arguments

x
sample
IC
object of class "InfluenceCurve"
start
initial estimate

Value

  • The one-step estimation is computed.

concept

  • one-step estimator
  • estimator

Details

Given an initial estimation start, a sample x and an influence curve IC the corresponding one-step estimator is computed

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

InfluenceCurve-class