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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

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

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