checkL2deriv: Generic function for checking L2-derivatives

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

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

Usage

1
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)

Matthias Kohl Matthias.Kohl@stamats.de

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

L2ParamFamily-class

Examples

1
2
F1 <- new("L2ParamFamily")
checkL2deriv(F1)

ROptEstOld documentation built on May 2, 2019, 12:51 p.m.