Second Order Hadamard Differentiability in Statistical Applications
نویسندگان
چکیده
A formulation of the second-order Hadamard differentiability of (extended) statistical functionals and some related theoretical results are established. These results are applied to derive the limiting distributions of a class of generalized Crame r von Mises type test statistics, which include some proposed new ones for the tests of goodness of fit in the 3-sample problems, the tests in linear regression models, and the tests of bivariate independence, as special cases. 2001 Academic Press AMS 1991 subject classifications: 62E20; 62G10; 62G99; 62J05.
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تاریخ انتشار 2001