On the invariance principle for differentiable statistical functionals

DOI10.1016/0167-7152(83)90047-0zbMath0518.62023OpenAlexW2054120750MaRDI QIDQ1054093

William C. Parr

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90047-0

zbMATH Keywords

martingalesinvariance principlesrepeated significance testssup-norm differentiability of statistical functional

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Statistical distribution theory (62E99)

Cites Work

• A differential for L-statistics
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Jackknifing maximum likelihood estimates
• Minimum Distance and Robust Estimation
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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