Recommendations
- Delta method in large deviations and moderate deviations for estimators
- Delta method, moment convergence, and inference
- On delta-method of moments and probabilistic sums
- A quantitative weak law of large numbers and its application to the delta method
- Application of the delta method to functions of the sample mean when observations are dependent
- A modified functional delta method and its application to the estimation of risk functionals
- Delta method for long-range dependent observations
Cites work
- Asymptotic expansions in the central limit theorem under moment conditions
- Empirical bounds for ruin probabilities
- Empirical Laplace transform and approximation of compound distributions
- scientific article; zbMATH DE number 4143312 (Why is no real title available?)
- scientific article; zbMATH DE number 3553458 (Why is no real title available?)
- Nonparametric estimation of actuarial values
- On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
Cited in
(5)- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
- Functional version of the delta method and its application
- Nonparametric estimation of actuarial values
- A modified functional delta method and its application to the estimation of risk functionals
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