Stat 583

References for differentiability of statistical functionals

Wellner lecture notes

Chapter 7.1, 7.4.

Books

Serfling: Section 6.2

Fernholtz: Chapter III.

Historical work

Frechet, M. (1925): La notion de differentielle dans l'analyse generale. Ann. Ecol. Norm. Sup. 42: 293.

von Mises, R. (1947): On the asymptotic distribution of differentiable statistical functionals. Ann. Math. Statist. 18: 309-348.

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