asAnscombe-class {ROptEst}

Asymptotic Anscombe risk

Description

Class of asymptotic Anscombe risk which is the ARE (asymptotic relative efficiency) in the ideal model obtained by an optimal bias robust IC .

Objects from the Class

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

Slots

type

Object of class "character": “optimal bias robust IC (OBRI) for given ARE (asymptotic relative efficiency)”.

eff

Object of class "numeric": given ARE (asymptotic relative efficiency) to be attained in the ideal model.

biastype

Object of class "BiasType": symmetric, one-sided or asymmetric

Extends

Class "asRiskwithBias", directly.
Class "asRisk", by class "asRiskwithBias". Class "RiskType", by class "asRisk".

Methods

eff

signature(object = "asAnscombe"): accessor function for slot eff.

show

signature(object = "asAnscombe")

Author(s)

Peter Ruckdeschel [e-mail]

References

F.J. Anscombe (1960). Rejection of Outliers. Technometrics 2(2): 123-146. doi:10.1080/00401706.1960.10489888.

F. Hampel et al. (1986). Robust Statistics. The Approach Based on Influence Functions. New York: Wiley. doi:10.1002/9781118186435.

M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.

H. Rieder (1994). Robust Asymptotic Statistics. Springer. doi:10.1007/978-1-4684-0624-5.

See Also

asRisk-class, asAnscombe

Examples

new("asAnscombe")