Asymptotic normality for a general class of statistical functions and applications to measures of spread (Q760105)

A general class of statistical functionals is introduced and the asymptotic normality of the corresponding estimators is established. Included are certain measures of spread, proposed by \textit{P. J. Bickel} and \textit{E. L. Lehmann} [Contributions to statistics, Jaroslav Hájek Mem. Vol., 33-40 (1979; Zbl 0415.62015)], for which the asymptotic distribution theory has been an open problem. The proofs involve some new results, of independent interest, for empirical and quantile processes.