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On the invariance principle for differentiable statistical functionals |
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| Authors: | William C. Parr |
| Affiliation: | Department of Statistics, University of Florida, Gainesville, FL 32611, U.S.A. |
| Abstract: | Sup-norm differentiability of a statistical functional T is shown to be a sufficient condition for invariance principles for T. Application of the result to repeated significance testing is sketched. |
| Keywords: | Differentiable statistical functionals invariance principle martingales repeated significance tests 62E20 62L10 |
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