Asymptotic normality for a general class of statistical functions and applications to measures of spread (Q760105)

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scientific article; zbMATH DE number 3883394
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Asymptotic normality for a general class of statistical functions and applications to measures of spread
scientific article; zbMATH DE number 3883394

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    Asymptotic normality for a general class of statistical functions and applications to measures of spread (English)
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    1984
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    A general class of statistical functionals is introduced and the asymptotic normality of the corresponding estimators is established. Included are certain measures of spread, proposed by \textit{P. J. Bickel} and \textit{E. L. Lehmann} [Contributions to statistics, Jaroslav Hájek Mem. Vol., 33-40 (1979; Zbl 0415.62015)], for which the asymptotic distribution theory has been an open problem. The proofs involve some new results, of independent interest, for empirical and quantile processes.
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    differentiable statistical functionals
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    empirical processes
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    U-statistics structure
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    robustness
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    generalized L-functionals
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    asymptotic normality
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    measures of spread
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    quantile processes
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