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A note on Hadamard differentiability and differentiability in quadratic mean

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  • Tinkl, Fabian
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    Abstract

    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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    Bibliographic Info

    Paper provided by Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW) in its series IWQW Discussion Paper Series with number 08/2010.

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    Date of creation: 2010
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    Handle: RePEc:zbw:iwqwdp:082010

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    Web page: http://www.iwqw.rw.uni-erlangen.de/
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    Related research

    Keywords: Hadamard differential; Differentiability in quadratic mean;

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    1. Mosthaf, Alexander & Schnabel, Claus & Stephani, Jens, 2010. "Low-wage careers: are there dead-end firms and dead-end jobs?," IWQW Discussion Paper Series 01/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
    2. Hirsch, Boris & Schnabel, Claus, 2010. "Women Move Differently: Job Separations and Gender," IZA Discussion Papers 5154, Institute for the Study of Labor (IZA).
    3. Schlüter, Stephan & Deuschle, Carola, 2010. "Using wavelets for time series forecasting: Does it pay off?," IWQW Discussion Paper Series 04/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
    4. Feicht, Robert & Stummer, Wolfgang, 2010. "Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery," IWQW Discussion Paper Series 05/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
    5. Dewenter, Ralf & Haucap, Justus & Wenzel, Tobias, 2009. "Indirect network effects with two Salop circles: the example of the music industry," Ilmenau Economics Discussion Papers 63, Ilmenau University of Technology, Institute of Economics.
    6. Blien, Uwe & Dauth, Wolfgang & Schank, Thorsten & Schnabel, Claus, 2009. "The institutional context of an "empirical law": the wage curve under different regimes of collective bargaining," IWQW Discussion Paper Series 13/2009, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
    7. Fischer, Matthias J. & Gao, Yang & Herrmann, Klaus, 2010. "Volatility models with innovations from new maximum entropy densities at work," IWQW Discussion Paper Series 03/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
    8. Ingo, Klein & Christian, Köck & Fabian, Tinkl, 2009. "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study," IWQW Discussion Paper Series 11/2009, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
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