Delta Method
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See: Delta Method Algorithm, Estimator Variance, Asymptotically Normal Estimator.
References
2009
- http://en.wikipedia.org/wiki/Delta_method
- In Statistics, the delta method is a method for deriving an approximate probability distribution for a function of an asymptotically normal statistical estimator from knowledge of the limiting variance of that estimator. More broadly, the delta method may be considered a fairly general central limit theorem.
1992
- G. W. Oehlert. (1992). “A Note on the Delta Method.” In: The American Statistician, 46(1).
1982
- Michael E. Sobel. (1982). “Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models.” In: Sociological Methodology, 13.
- … The multivariate-delta method is utilized for this purpose: It provides a simple, general, and elegant means for …