A history of the delta method and some new results

DOI10.1007/S13571-023-00305-9MaRDI QIDQ6084698zbMATH OpenOpenAlexFDO

Authors Anil K. Bera, Malabika Koley

Publication date 6 November 2023

Published in Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13571-023-00305-9

zbMATH Keywords

asymptotic variancedelta methodhistory of statistics and econometricspierce method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical methods; risk measures (91G70)

Cites work

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• Letter to the Editor
• Linear Statistical Inference and its Applications
• Statistical Models
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• The delta method for analytic functions of random operators with application to functional data
• The Method of Path Coefficients
• The numerical delta method
• THE PROBABLE ERROR OF A MEAN
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• Who invented the delta method, really?
• Who Invented the Delta Method?

Cited in

(4)

• Early delta functions and the use of infinitesimals in research
• Who Invented the Delta Method?
• Delta method, asymptotic distribution
• The law of the iterated logarithm for functionals of the Wiener process

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