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http://hdl.handle.net/10400.6/9408| Title: | Application domains for the Delta method |
| Author: | Nunes, Célia Oliveira, Manuela M. Mexia, João T. |
| Keywords: | Delta method Asymptotic linear functions Linear and quadratic forms Polynomials Normal distributions |
| Issue Date: | 2013 |
| 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 domains D 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. |
| Peer review: | yes |
| URI: | http://hdl.handle.net/10400.6/9408 |
| DOI: | 10.1080/02331888.2011.605892 |
| Appears in Collections: | ICI - CMA | Documentos por Auto-Depósito FC - DM | Documentos por Auto-Depósito |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 16_ Applications for the Delta Method_Statistics.pdf | 186,2 kB | Adobe PDF | View/Open Request a copy |
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