On hadamard differentiability of extended statistical functional


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).extended statistical functional Hadamard differentiability robust (M-)estimation statistical functional uniform asymptotic linearity weighted empirical processes

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Research Papers in Economics

Last time updated on 06/07/2012

This paper was published in Research Papers in Economics.

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