On hadamard differentiability of extended statistical functional

Jian-Jian Ren and Pranab Kumar Sen

Journal of Multivariate Analysis, 1991, vol. 39, issue 1, 30-43

Abstract: 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).

Keywords: extended; statistical; functional; Hadamard; differentiability; robust; (M-)estimation; statistical; functional; uniform; asymptotic; linearity; weighted; empirical; processes (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (6)

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