ROptEstOld (version 1.2.0)

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

Value

The maximum deviation is returned.

Details

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

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

# NOT RUN {
F1 <- new("L2ParamFamily")
checkL2deriv(F1)
# }