Second Order Hadamard Differentiability in Statistical Applications

✍ Scribed by Jian-Jian Ren; Pranab Kumar Sen

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 342 KB
• Volume: 77
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.2000.1926

✦ Synopsis

A formulation of the second-order Hadamard differentiability of (extended) statistical functionals and some related theoretical results are established. These results are applied to derive the limiting distributions of a class of generalized Crame r von Mises type test statistics, which include some proposed new ones for the tests of goodness of fit in the 3-sample problems, the tests in linear regression models, and the tests of bivariate independence, as special cases.