A generalized functional delta method

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dc.contributor.authorWied, Dominik
dc.date.accessioned2010-03-01T13:06:32Z
dc.date.available2010-03-01T13:06:32Z
dc.date.issued2010-03-01T13:06:32Z
dc.description.abstractWe 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.en
dc.identifier.urihttp://hdl.handle.net/2003/26912
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8485
dc.language.isoenen
dc.relation.ispartofseriesDiscussion Paper / SFB 823;06/2010
dc.subjectHadamard differentiability, Asymptotics, Fluctuation testen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleA generalized functional delta methoden
dc.typeTextde
dc.type.publicationtypereportde
dcterms.accessRightsopen access

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