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

DOI10.1007/S00362-015-0734-7MaRDI QIDQ1685282zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• A modified functional delta method and its application to the estimation of risk functionals
• 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
• Applied stochastic processes.
• Approximation theorems of mathematical statistics
• Delta method for long-range dependent observations
• Delta method in large deviations and moderate deviations for estimators
• Expansions and Asymptotics for Statistics

Cited in

(2)

• The delta-method for actuarial statistics
• A quantitative weak law of large numbers and its application to the delta method

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