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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.
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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