Another Look at Differentiability in Quadratic Mean

  • Pollard D
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Abstract

This note revisits the delightfully subtle interconnections between three ideas: differentiability, in an S 2 sense, of the square-root of a probability density; local asymptotic normality; and contiguity.

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Pollard, D. (1997). Another Look at Differentiability in Quadratic Mean. In Festschrift for Lucien Le Cam (pp. 305–314). Springer New York. https://doi.org/10.1007/978-1-4612-1880-7_19

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