Class of trace of finite-sample covariance.
Objects can be created by calls of the form new("trFiCov", ...)
.
More frequently they are created via the generating function
trFiCov
.
type
:Object of class "character"
:
“trace of finite-sample covariance”.
Class "fiRisk"
, directly.
Class "RiskType"
, by class "fiRisk"
.
Ruckdeschel, P. and Kohl, M. (2005) How to approximate the finite sample risk of M-estimators.
# NOT RUN {
new("trFiCov")
# }
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