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Hadamard Differentiability on D[0,1]p

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  • Ren, J. J.
  • Sen, P. K.

Abstract

We show that a statistical functional is asymptotically normal if it induces a Hadamard differentiable functional defined on the space D[0, 1]p. This work involves p-dimensional empirical processes. As an example we illustrate the use of the von Mises method in proving the asymptotic normality of Spearman's rank correlation coefficient.

Suggested Citation

  • Ren, J. J. & Sen, P. K., 1995. "Hadamard Differentiability on D[0,1]p," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 14-28, October.
    • Handle: RePEc:eee:jmvana:v:55:y:1995:i:1:p:14-28
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    Cited by:

    1. Withers, Christopher S. & Nadarajah, Saralees, 2009. "Accurate tests and intervals based on nonlinear cusum statistics," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2242-2250, November.
    2. Freitag, Gudrun & Munk, Axel, 2005. "On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 123-158, May.
    3. Beutner, Eric & Zähle, Henryk, 2010. "A modified functional delta method and its application to the estimation of risk functionals," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2452-2463, November.

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