A note on Hadamard differentiability and differentiability in quadratic mean

Fabian Tinkl

No 08/2010, FAU Discussion Papers in Economics from Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics

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.

Keywords: Hadamard differential; Differentiability in quadratic mean (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwqwdp:082010

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