Second order Hadamard differentiability in statistical applications

JOURNAL OF MULTIVARIATE ANALYSIS

卷:77

Article

Ren, JJ ; Sen, PK

关键词: Cramer-von Mises statistic;    goodness of fit test;    Hadamard differentiability;    limiting distribution;    linear models;    M-estimator;    statistical functionals;    uniform asymptotic linearity;    weighted empirical processes;   

DOI  :  10.1006/jmva.2000.1926

来源: Elsevier

【 摘 要 】

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 Cramer-von Mises type test statistics, which include some proposed neu ones for the tests or goodness of fit in the 3-sample problems. the tests in linear regression models. and the tests uf bivariate independence as special cases. (C) 2001 Academic Press.

【 授权许可】

Free