Application of the delta method to functions of the sample mean when observations are dependent

DOI10.1007/s00362-015-0734-7zbMath1387.62021OpenAlexW2234983903MaRDI QIDQ1685282

Michael Weba, Nora Dörmann

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0734-7

zbMATH Keywords

delta methodweak law of large numberssample meandependent observationsasymptotic expansion of moments

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17) Reliability and life testing (62N05) (L^p)-limit theorems (60F25)

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