Authors: Wied, Dominik
Title: A generalized functional delta method
Language (ISO): en
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
Issue Date: 2010-03-01T13:06:32Z
Appears in Collections:Sonderforschungsbereich (SFB) 823

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