Application of the delta method to functions of the sample mean when observations are dependent

DOI10.1007/S00362-015-0734-7zbMATH Open1387.62021OpenAlexW2234983903MaRDI QIDQ1685282FDOQ1685282

Authors: Michael Weba, Nora Dörmann 

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0734-7

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zbMATH Keywords

delta methodweak law of large numberssample meandependent observationsasymptotic expansion of moments

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05) Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

Cites Work

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• Approximation theorems of mathematical statistics
• Delta method in large deviations and moderate deviations for estimators
• Expansions and Asymptotics for Statistics
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• A modified functional delta method and its application to the estimation of risk functionals
• Applied stochastic processes.
• A note on the asymptotic distribution of the estimation of the mean past lifetime
• A quantitative weak law of large numbers and its application to the delta method
• Delta method for long-range dependent observations

Cited In (1)

• The delta-method for actuarial statistics

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