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Differentiable statistical functionals

Published in Advanced lectures in mathematics • Jan 1, 1985
Authors:
Manfred Denker

Abstract

The asymptotic theory of nonlinear statistical functionals can be developed by some differential calculus, in the sense of Freenet, Hadamard (compact) or ‘Gateaux’ derivatives. This idea was von Mises’ approach in 1947. The first non-vanishing term in its expansion determines the type of the asympto...

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