|Title:||A generalized functional delta method|
|Abstract:||We develop a generalized functional delta method, where the considered random function is not multiplied by a scalar, but by another function. It bases on a generalized Hadamard differentiability between special function spaces. For a certain class of functions, we calculate the Hadamard differential explicitely. We give an example, where the method allows for calculations that are not possible with previous methods.|
|Subject Headings:||Hadamard differentiability, Asymptotics, Fluctuation test|
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
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