Hadamard Differentiability on D[0,1]p

J. J. Ren and P. K. Sen

Journal of Multivariate Analysis, 1995, vol. 55, issue 1, 14-28

Abstract: 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.

Date: 1995
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