Hadamard Differentiability on D[0,1]p

We show that a statistical functional is asymptotically normal if it induces a Hadamard differentiable functional defined on the space D[0, 1]p. This work involves p-dimensional empirical processes. As an example we illustrate the use of the von Mises method in proving the asymptotic normality of Spearman's rank correlation coefficient.

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Year of publication:	1995
Authors:	Ren, J. J. ; Sen, P. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 55.1995, 1, p. 14-28
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221200