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

Description

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

getBiasIC(IC, neighbor, ...)
# S4 method for HampIC,UncondNeighborhood
getBiasIC(IC, neighbor, L2Fam, ..., withCheck = TRUE)

object of class "InfluenceCurve"

neighbor

object of class "Neighborhood".

L2Fam

object of class "L2ParamFamily".

…

additional parameters

withCheck

logical: should a call to checkIC be done to check accuracy (defaults to TRUE; ignored if nothing is computed but simply a slot is read out).

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

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.