asvarQBCC {RobExtremes}

Function to compute asymptotic variance of QuantileBCC estimator

Description

Function asvarQBCC computes the asymptotic (co)variance of a QuantileBCC estimator at a Weibull model.

Usage

asvarQBCC( model, p1 = 1/3, p2 = 2/3)

Arguments

model

an object of class "ScaleShapeUnion".

p1, p2

levels of the quantiles; maximal breakdown point is achieved for p1=p2-p1=1-p2=1/3 which is the default.

Details

All terms are analytic.

Value

A 2x2 matrix; the covariance.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

QuantileBCCEstimator

Examples

GP <- WeibullFamily(scale=1,shape=0.7)
asvarQBCC(GP)
asvarQBCC(GP, p1=1/4, p2= 5/8)