|
|
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10174/4433
|
| Title: | Multivariate Application Domains for the Delta Method |
| Authors: | Mexia, João
Nunes, Célia
Oliveira, Manuela |
| Editors: | Austin, Robert H.
Crespi, Vincent H.
Johnson Jr, A.T. Charlie
Tanaka, Masaaki
Wang, Enge G.
Alavi, Saman
Arenholz, Elke
Biercuk, Michael J.
Carter, Troy A.
Detavernier, Detavernier
Endo, Yasuki
Gadre, Shridhar R.
Gao, Fei
Gerstman, Bernard S.
Hone, James C.
Huang, Liang
Li, Jingjing
Michaelides, Angelos
Mockensturm, Eric M.
Mondal, Partha P.
Paluch, Marian
Prellier, Wilfrid
Xie, Xin-Cheng
Xue, Qi-Kun
Theodore, E. Simos
Psihoyios, George
Tsitouras, Ch.
Zacharias, Anastassi |
| Keywords: | Delta method
asymptotic linearity
normal case. |
| Issue Date: | 2011 |
| Publisher: | American Institute of Physics. |
| Abstract: | 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. |
| URI: | http://hdl.handle.net/10174/4433
http://proceedings.aip.org/dbt/dbt.jsp?KEY=APCPCS&Volume=1389&Issue=1 |
| ISBN: | 978-0-7354-0956-9 |
| Type: | article |
| Appears in Collections: | CIMA - Artigos em Livros de Actas/Proceedings
|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
|
/
CIMA - Centro de Investigação em Matemática e Aplicações /
CIMA - Artigos em Livros de Actas/Proceedings /
