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 |
URI: | http://hdl.handle.net/2003/26912 http://dx.doi.org/10.17877/DE290R-8485 |
Issue Date: | 2010-03-01T13:06:32Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_0610_SFB823_wied.pdf | DNB | 208.49 kB | Adobe PDF | View/Open |
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