Let T be a statistical functional, Frchet differentiable in P, and assume that the empirical probability distribution P n of the random sample (X 1 , ,X n ) satisfies the condition (1 16) as n 1 If the variance of the Gteau derivative T0 X1 (P) is positive, varP T0 X1 (P) 0, then the sequence p n(T...

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Let T be a statistical functional, Frchet differentiable in P, and assume that the empirical probability distribution

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Let T be a statistical functional, Fréchet differentiable in P, and assume that the empirical probability distribution P_nof the random sample

(X₁, . . . ,X_n) satisfies the condition (1.16) as n ! 1. If the variance of the Gâteau derivative T0 X1 (P) is positive, varP T0 X1 (P) > 0, then the sequence p n(T(Pn) − T(P)) is asymptotically normally distributed as n ! 1, namely

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Robust Statistical Methods With R

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Authors: Jana Jurecková, Jan Picek, Martin Schindler

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Question Posted: Sep 19, 2024 11:02 PM

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Let T be a statistical functional, Frchet differentiable in P, and assume that the empirical probability distribution

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L(T(P)-T(P))N(0, varpTx, (P))

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Robust Statistical Methods With R

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