A generalized functional delta method [report]

Dominik Wied, Technische Universität Dortmund, Technische Universität Dortmund
2010
We develop a generalized functional delta method, where the considered random function is not multiplied by a scalar, but by another function. It bases on a generalized Hadamard differentiability between special function spaces. For a certain class of functions, we calculate the Hadamard differential explicitely. We give an example, where the method allows for calculations that are not possible with previous methods.
doi:10.17877/de290r-8485 fatcat:lqgkkixjazegplnlj5duyyjpjy