fiUnOvShoot-class: Finite-sample under-/overshoot probability
Description
Class of finite-sample under-/overshoot probability.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.Slots
type- Object of class
"character":
“finite-sample under-/overshoot probability”. width- Object of class
"numeric":
half the width of given confidence interval.
Extends
Class "fiRisk", directly.
Class "RiskType", by class "fiRisk".Methods
- width
signature(object = "fiUnOvShoot"):
accessor function for slot width. - show
signature(object = "fiUnOvShoot")
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.