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.
concept
parametric family
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.