Directional differentiability for supremum-type functionals: statistical applications (Q2174996)

This paper proposes a very useful method for calculating the asymptotic distributions of various statistics in an objective way. This methodology is based on the Hadamard directional derivative and the Delta method. In particular, an application is presented for the asymptotic distribution of Kolmogorov-Smirnov type statistics under the alternative hypothesis. This article presents several inedited results and is relevant for researchers in the area of asymptotic distributions because the methodology developed has few restrictions and consequently can be applied to more contexts.