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distrMod (version 2.0.7)

trFiCov-class: Trace of finite-sample covariance

Description

Class of trace of finite-sample covariance.

Arguments

Objects from the Class

Objects can be created by calls of the form new("trFiCov", ...). More frequently they are created via the generating function trFiCov.

Extends

Class "fiRisk", directly. Class "RiskType", by class "fiRisk".

concept

  • finite-sample covariance
  • risk

References

Ruckdeschel, P. and Kohl, M. (2005) How to approximate the finite sample risk of M-estimators.

See Also

fiRisk-class, trFiCov

Examples

Run this code
new("trFiCov")

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