A map ${\displaystyle \varphi :\mathbb {D} \to \mathbb {E} }$  between Banach spaces ${\displaystyle \mathbb {D} }$  and ${\displaystyle \mathbb {E} }$  is Hadamard-directionally differentiable^[2] at ${\displaystyle \theta \in \mathbb {D} }$  in the direction ${\displaystyle h\in \mathbb {D} }$  if there exists a map ${\displaystyle \varphi _{\theta }':\,\mathbb {D} \to \mathbb {E} }$  such that

Note that this definition does not require continuity or linearity of the derivative with respect to the direction ${\displaystyle h}$ . Although continuity follows automatically from the definition, linearity does not.

• If the Hadamard directional derivative exists, then the Gateaux derivative also exists and the two derivatives coincide.^[2]
• The Hadamard derivative is readily generalized for maps between Hausdorff topological vector spaces.

A version of functional delta method holds for Hadamard directionally differentiable maps. Namely, let ${\displaystyle X_{n}}$  be a sequence of random elements in a Banach space ${\displaystyle \mathbb {D} }$  (equipped with Borel sigma-field) such that weak convergence ${\displaystyle \tau _{n}(X_{n}-\mu )\to Z}$  holds for some ${\displaystyle \mu \in \mathbb {D} }$ , some sequence of real numbers ${\displaystyle \tau _{n}\to \infty }$  and some random element ${\displaystyle Z\in \mathbb {D} }$  with values concentrated on a separable subset of ${\displaystyle \mathbb {D} }$ . Then for a measurable map ${\displaystyle \varphi :\mathbb {D} \to \mathbb {E} }$  that is Hadamard directionally differentiable at ${\displaystyle \mu }$  we have ${\displaystyle \tau _{n}(\varphi (X_{n})-\varphi (\mu ))\to \varphi _{\mu }'(Z)}$  (where the weak convergence is with respect to Borel sigma-field on the Banach space ${\displaystyle \mathbb {E} }$ ).

This result has applications in optimal inference for wide range of econometric models, including models with partial identification and weak instruments.^[3]

• Directional derivative – Instantaneous rate of change of the function
• Fréchet derivative – Derivative defined on normed spaces - generalization of the total derivative
• Gateaux derivative – Generalization of the concept of directional derivative
• Generalizations of the derivative – Fundamental construction of differential calculus
• Total derivative – Type of derivative in mathematics