asSemivar-class {distrMod}

Semivariance Risk Type

Description

Class for semi-variance risk.

Objects from the Class

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

Slots

type

Object of class "character": “asymptotic mean square error”.

biastype

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

normtype

Object of class "NormType": norm in which a multivariate parameter is considered

Methods

sign

signature(object = "asSemivar"): accessor function for slot sign.

sign<-

signature(object = "asSemivar", value = "numeric"): replacement function for slot sign.

Extends

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

Author(s)

Peter Ruckdeschel [e-mail]

References

Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

asGRisk-class, asMSE

Examples

asSemivar()