|
|||||
|
|
Second Order Hadamard Differentiability in Statistical Applications |
|
| Authors: | Jian-Jian Ren Pranab Kumar Sen |
| Institution: | a Tulane University;b University of North Carolina at Chapel Hill |
| Abstract: | 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 Cramér–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. |
| Keywords: | Cramé r– von Mises statistic goodness of fit test Hadamard differentiability limiting distribution linear models M-estimator statistical functionals uniform asymptotic linearity weighted empirical processes |
| 本文献已被 ScienceDirect 等数据库收录！ | |