Von Mises’ Method

In this chapter we present the general structure of von Mises’ approach to the analysis of the asymptotic behavior of statistical functional. The basic technique was introduced by von Mises (1947) and has been extended in various directions by several authors: Filippova (1962), Reeds (1976), Huber (1977, 1981), and Serfling (1980). One result of these extensions is that the field has become divergent, with ad hoc techniques applied in different situations. In the chapters that follow we shall try to establish a unified methodology that can be applied to wide classes of statistics.