A generalized functional delta method
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Date
2010-03-01T13:06:32Z
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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.
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Keywords
Hadamard differentiability, Asymptotics, Fluctuation test