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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10174/4520
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| Title: | Application domains for the Delta method |
| Authors: | Nunes, Célia
Oliveira, Manuela
Mexia, João |
| Editors: | Bunke, O.
Bellange, L.
Belyaev, Y. K.
Doukhan, P.
Fedorov, V.
Härdle, W.
Huškovà, M.
Kreiss, J. P.
Liero, H.
Liese, F.
Mammen, E.
Maesono, Y.
Meister, A.
Nadarajah, S.
Neumann, M.
Prásková, Z.
Rao, C. R.
Reiss, M.
Rüschendorf, L.
Rychlik, T.
Tomassone, R.
Zwanzig, S. |
| Keywords: | Delta method
asymptotic linear functions
linear and quadratic forms
polynomials; normal distributions |
| Issue Date: | 17-Aug-2011 |
| Publisher: | Taylor & Francis |
| Abstract: | The Delta method uses truncated Lagrange expansions of statistics to obtain approximations to their
distributions. In this paper, we consider statistics Y = g(μ + X), where X is any random vector.We obtain
domainsD such that, when μ ∈ D, we may apply the distribution derived from the Delta method. Namely,we will consider an application on the normal case to illustrate our approach. |
| URI: | http://hdl.handle.net/10174/4520 |
| ISSN: | 0233-1888 (print)
1029-4910 (online) |
| Type: | article |
| Appears in Collections: | CIMA - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica
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