Publicação
Multivariate Application Domains for the Delta Method
| Resumo: | Given statistics with components Yi = gi(μ +X), i = 1, ...,m, and domains D such that, when μ ∈ D, distributions derived applying to Delta method may be used. The case in which X is normal is singled out. Then the approximate distributions are normal and may be applied in situations with high non-centrality parameter Δ = μtΣ−1μ where Σ is the variance-covariance matrix of X. |
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| Autores principais: | Mexia, João |
| Outros Autores: | Nunes, Célia; Oliveira, Manuela |
| Assunto: | Delta method asymptotic linearity normal case. |
| Ano: | 2012 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade de Évora |
| Idioma: | inglês |
| Origem: | Repositório Científico da Universidade de Évora |
| Resumo: | Given statistics with components Yi = gi(μ +X), i = 1, ...,m, and domains D such that, when μ ∈ D, distributions derived applying to Delta method may be used. The case in which X is normal is singled out. Then the approximate distributions are normal and may be applied in situations with high non-centrality parameter Δ = μtΣ−1μ where Σ is the variance-covariance matrix of X. |
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