Hadamard differentiability

ID: hadamard-differentiability

A map on a subset of a normed vector space is Hadamard differentiable at if its directional difference quotients converge to a continuous linear map uniformly along all convergent sequences of directions: , , and in the domain imply . Tangential differentiability restricts the limit directions to a specified subspace. This is the regularity used by the functional delta method.

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