On Hadamard differentiability of extended statistical functional

DOI10.1016/0047-259X(91)90003-KzbMath0739.62037MaRDI QIDQ1182744

Pranab Kumar Sen, Jian-Jian Ren

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Taylor expansionuniform asymptotic linearityweighted empirical processesrobust estimationHadamard derivative\(M\) estimationextended statistical functionalslinear functional approximations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (9)

Bootstrapping analogs of the one way MANOVA test ⋮ A modified functional delta method and its application to the estimation of risk functionals ⋮ L-estimators and m-estimators for doubly censored data ⋮ Sparse Estimation of Conditional Graphical Models With Application to Gene Networks ⋮ On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships ⋮ Second order Hadamard differentiability in statistical applications. ⋮ Accurate tests and intervals based on nonlinear cusum statistics ⋮ A Smooth Block Bootstrap for Statistical Functionals and Time Series ⋮ Some aspects of hadamard differentiability on regressionL-estimators

Cites Work

• Von Mises calculus for statistical functionals
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• On the Asymptotic Distribution of Differentiable Statistical Functions
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