This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear functionals typically employed in standard Gateaux differentiability. This affine notion of differentiability naturally arises in certain applications and has been utilized by some authors in the statistics literature. We aim to offer a unified and comprehensive perspective on this concept.
Affine Gateaux differentials and the von Mises statistical calculus
Cerreia-Vioglio, Simone;Maccheroni, Fabio;Marinacci, Massimo;Montrucchio, Luigi;
2026
Abstract
This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear functionals typically employed in standard Gateaux differentiability. This affine notion of differentiability naturally arises in certain applications and has been utilized by some authors in the statistics literature. We aim to offer a unified and comprehensive perspective on this concept.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
