Application domains for the Delta method

作者：Nunes Celia^*; Oliveira Manuela M; Mexia Joao T

来源：Statistics, 2013, 47(2): 317-328.

DOI：10.1080/02331888.2011.605892

• Delta method
• asymptotic linear functions
• linear and quadratic forms
• polynomials
• normal distributions

The Delta method uses truncated Lagrange expansions of statistics to obtain approximations to their distributions. In this paper, we consider statistics Y=g(+X), where X is any random vector. We obtain domains ? such that, when ?, we may apply the distribution derived from the Delta method. Namely, we will consider an application on the normal case to illustrate our approach.

• 出版日期2013-4-1