IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

A note on Hadamard differentiability and differentiability in quadratic mean

  • Tinkl, Fabian
Registered author(s):

    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.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://econstor.eu/bitstream/10419/41556/1/639006663.pdf
    Our checks indicate that this address may not be valid because: 500 Can't connect to econstor.eu:80. If this is indeed the case, please notify (ZBW - German National Library of Economics)


    Download Restriction: no

    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.

    as
    in new window

    Length:
    Date of creation: 2010
    Date of revision:
    Handle: RePEc:zbw:iwqwdp:082010
    Contact details of provider: Web page: http://www.iwqw.rw.uni-erlangen.de/

    More information through EDIRC

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. 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, .
    2. Mosthaf, Alexander & Schnabel, Claus & Stephani, Jens, 2011. "Low-wage careers: Are there dead-end firms and dead-end jobs?," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 43(3), pages 231-249.
    3. 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," IZA Discussion Papers 4488, Institute for the Study of Labor (IZA).
    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, .
    5. 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, .
    6. Dewenter, Ralf & Haucap, Justus & Wenzel, Tobias, 2009. "Indirect network effects with two salop circles: the example of the music industry," IWQW Discussion Paper Series 09/2009, .
    7. Schlüter, Stephan & Deuschle, Carola, 2010. "Using wavelets for time series forecasting: Does it pay off?," IWQW Discussion Paper Series 04/2010, .
    8. Hirsch, Boris & Schnabel, Claus, 2010. "Women move differently: Job separations and gender," IWQW Discussion Paper Series 06/2010, .
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:zbw:iwqwdp:082010. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.