checkL2deriv             package:ROptEst             R Documentation

_G_e_n_e_r_i_c _f_u_n_c_t_i_o_n _f_o_r _c_h_e_c_k_i_n_g _L_2-_d_e_r_i_v_a_t_i_v_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Generic function for checking the L2-derivative of an
     L2-differentiable family of probability measures.

_U_s_a_g_e:

     checkL2deriv(L2Fam, ...)

_A_r_g_u_m_e_n_t_s:

   L2Fam: L2-differentiable family of probability measures 

     ...: additional parameters 

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

     The maximum deviation is returned.

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     Rieder, H. (1994) _Robust Asymptotic Statistics_. New York:
     Springer.

     Kohl, M. (2005) _Numerical Contributions to the Asymptotic Theory
     of Robustness_.  Bayreuth: Dissertation.

_S_e_e _A_l_s_o:

     'L2ParamFamily-class'

_E_x_a_m_p_l_e_s:

     F1 <- new("L2ParamFamily")
     checkL2deriv(F1)

