On hadamard differentiability of extended statistical functional

It has been shown ([6], Ph.D. dissertation, Harvard University) that the remainder term of a form of the Taylor expansion, involving Hadamard derivative, of the statistical functional is asymptotically negligible. This result is extended to a more general form with respect to weighted empirical processes in order to establish some (uniform) linear functional approximations, which is usually needed for drawing statistical conclusions (in a large sample).

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Year of publication:	1991
Authors:	Ren, Jian-Jian ; Sen, Pranab Kumar
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 39.1991, 1, p. 30-43
Publisher:	Elsevier
Keywords:	extended statistical functional Hadamard differentiability robust (M-)estimation statistical functional uniform asymptotic linearity weighted empirical processes

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

Persistent link: https://www.econbiz.de/10005199508