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A note on Hadamard differentiability and differentiability in quadratic mean

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  • Tinkl, Fabian

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.

Suggested Citation

  • Tinkl, Fabian, 2010. "A note on Hadamard differentiability and differentiability in quadratic mean," FAU Discussion Papers in Economics 08/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  • Handle: RePEc:zbw:iwqwdp:082010
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    References listed on IDEAS

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    1. Hirsch, Boris & Schnabel, Claus, 2010. "Women move differently: Job separations and gender," Discussion Papers 69, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
    2. Hermann Gartner & Thorsten Schank & Claus Schnabel, 2013. "Wage Cyclicality Under Different Regimes of Industrial Relations," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 52(2), pages 516-540, April.
    3. Uwe Blien & Wolfgang Dauth & Thorsten Schank & Claus Schnabel, 2013. "The Institutional Context of an ‘Empirical Law’: The Wage Curve under Different Regimes of Collective Bargaining," British Journal of Industrial Relations, London School of Economics, vol. 51(1), pages 59-79, March.
    4. Mosthaf, Alexander & Schnabel, Claus & Stephani, Jens, 2009. "Low-wage careers: are there dead-end firms and dead-end jobs?," Discussion Papers 66, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
    5. Fischer, Matthias J. & Gao, Yang & Herrmann, Klaus, 2010. "Volatility models with innovations from new maximum entropy densities at work," FAU Discussion Papers in Economics 03/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    6. Dewenter, Ralf & Haucap, Justus & Wenzel, Tobias, 2009. "Indirect network effects with two salop circles: the example of the music industry," FAU Discussion Papers in Economics 09/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    7. Ingo, Klein & Christian, Köck & Fabian, Tinkl, 2009. "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study," FAU Discussion Papers in Economics 11/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    8. Boris Hirsch & Claus Schnabel, 2012. "Women Move Differently: Job Separations and Gender," Journal of Labor Research, Springer, vol. 33(4), pages 417-442, December.
    9. Schlüter, Stephan & Deuschle, Carola, 2010. "Using wavelets for time series forecasting: Does it pay off?," FAU Discussion Papers in Economics 04/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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    Keywords

    Hadamard differential; Differentiability in quadratic mean;

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