A note on Hadamard differentiability and differentiability in quadratic mean

We proof that Hadamard differentiability in addition with usual assumptions on the loss function for M estimates implies differentiability in quadratic mean. Thus both concepts are exchangeable.

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Year of publication:	2010
Authors:	Tinkl, Fabian
Institutions:	Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
Subject:	Hadamard differential \| Differentiability in quadratic mean

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Extent:	application/pdf
Series:	IWQW Discussion Paper Series. - ISSN 1867-6707.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 08/2010
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008693983