Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

checkL2deriv

Generic function for checking L2-derivatives


Description

Generic function for checking the L2-derivative of an L2-differentiable family of probability measures.

Usage

checkL2deriv(L2Fam, ...)

Arguments

L2Fam

L2-differentiable family of probability measures

...

additional parameters

Details

The precisions of the centering and the Fisher information are computed.

Value

The maximum deviation is returned.

Author(s)

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

Examples

F1 <- new("L2ParamFamily")
checkL2deriv(F1)

ROptEstOld

Optimally Robust Estimation - Old Version

v1.2.0
LGPL-3
Authors
Matthias Kohl [aut, cre, cph]
Initial release
2019-04-02

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.