Arbeitspapier
A note on Hadamard differentiability and differentiability in quadratic mean
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: IWQW Discussion Papers ; No. 08/2010
- Klassifikation
-
Wirtschaft
- Thema
-
Hadamard differential
Differentiability in quadratic mean
Analysis
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Tinkl, Fabian
- Ereignis
-
Veröffentlichung
- (wer)
-
Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW)
- (wo)
-
Nürnberg
- (wann)
-
2010
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Tinkl, Fabian
- Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW)
Entstanden
- 2010
Ähnliche Objekte (12)
Linear plus quadratic approach to the mean square error optimal combination of forecasts
A Note on Mean-Variance Hedging of Non-Attainable Claims
Applying quadratic scoring rule transparently in multiple choice settings: A note
Generalized quadratic revenue functions
The Pricing of Derivatives on Assets with Quadratic Volatility
Nonparametric Tests for Serial Independence Based on Quadratic Forms
The Quadratic Oil Extraction Oligopoly
Range-Based Estimation of Quadratic Variation
Quadratic shrinkage for large covariance matrices
Quadratic shrinkage for large covariance matrices
Mean and Bold?
Mean volatility regressions
Linear plus quadratic approach to the mean square error optimal combination of forecasts
A Note on Mean-Variance Hedging of Non-Attainable Claims
Applying quadratic scoring rule transparently in multiple choice settings: A note
Generalized quadratic revenue functions
The Pricing of Derivatives on Assets with Quadratic Volatility
Nonparametric Tests for Serial Independence Based on Quadratic Forms
The Quadratic Oil Extraction Oligopoly
Range-Based Estimation of Quadratic Variation
Quadratic shrinkage for large covariance matrices
Quadratic shrinkage for large covariance matrices
Mean and Bold?
Mean volatility regressions
Linear plus quadratic approach to the mean square error optimal combination of forecasts
A Note on Mean-Variance Hedging of Non-Attainable Claims
Applying quadratic scoring rule transparently in multiple choice settings: A note
Generalized quadratic revenue functions
The Pricing of Derivatives on Assets with Quadratic Volatility
Nonparametric Tests for Serial Independence Based on Quadratic Forms
The Quadratic Oil Extraction Oligopoly
Range-Based Estimation of Quadratic Variation
Quadratic shrinkage for large covariance matrices
Quadratic shrinkage for large covariance matrices
Mean and Bold?