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A note on Hadamard differentiability and differentiability in quadratic mean

  • Tinkl, Fabian
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    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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    File URL: https://econstor.eu/bitstream/10419/41556/1/639006663.pdf
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    Paper provided by Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics in its series FAU Discussion Papers in Economics with number 08/2010.

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    Date of creation: 2010
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    Handle: RePEc:zbw:iwqwdp:082010
    Contact details of provider: Web page: https://www.iwf.rw.fau.de/

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    1. 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.
    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. 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, 03.
    4. Mosthaf, Alexander & Schnabel, Claus & Stephani, Jens, 2010. "Low-wage careers: are there dead-end firms and dead-end jobs?," FAU Discussion Papers in Economics 01/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for 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. 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.
    7. 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.
    8. Feicht, Robert & Stummer, Wolfgang, 2010. "Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery," FAU Discussion Papers in Economics 05/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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