Second-order differentiability of probability functions
نویسندگان
چکیده
منابع مشابه
Second Order Differentiability of Convex Functions in Banach Spaces
We present a second order differentiability theory for convex functions on Banach spaces.
متن کاملSecond Order Hadamard Differentiability in Statistical Applications
A formulation of the second-order Hadamard differentiability of (extended) statistical functionals and some related theoretical results are established. These results are applied to derive the limiting distributions of a class of generalized Crame r von Mises type test statistics, which include some proposed new ones for the tests of goodness of fit in the 3-sample problems, the tests in linear...
متن کاملPartial second-order subdifferentials of -prox-regular functions
Although prox-regular functions in general are nonconvex, they possess properties that one would expect to find in convex or lowerC2 functions. The class of prox-regular functions covers all convex functions, lower C2 functions and strongly amenable functions. At first, these functions have been identified in finite dimension using proximal subdifferential. Then, the definition of prox-regula...
متن کاملSecond-order probability matching priors
The paper considers priors obtained by ensuring approximate frequentist validity of (a) posterior quantiles, and of (b) the posterior distribution function. It is seen that, at the second order of approximation, the two approaches do not necessarily lead to identical conclusions. Examples are given to illustrate this. The role of invariance in the context of probability matching is also discussed.
متن کاملFirst- and Second-order Epi-differentiability in Nonlinear Programming
Problems are considered in which an objective function expressible as a max of finitely many C2 functions, or more generally as the composition of a piecewise linear-quadratic function with a C2 mapping, is minimized subject to finitely many C2 constraints. The essential objective function in such a problem, which is the sum of the given objective and the indicator of the constraints, is shown ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization Letters
سال: 2016
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-016-1015-7