fiUnOvShoot-class: Finite-sample under-/overshoot probability
Description
Class of finite-sample under-/overshoot probability.
Arguments
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.
Extends
Class "fiRisk", directly.
Class "RiskType", by class "fiRisk".
concept
finite-sample risk
risk
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.