The numerical delta method
type: Item
instance of: scholarly article
title: The numerical delta method
zbMATH Open document ID: 1452.62071
author: Han Hong
author: Jessie Li
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6952367
zbMATH Keywords: delta method
zbMATH Keywords: numerical differentiation
zbMATH Keywords: directional differentiability
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.06.007
OpenAlex ID: W2810056586
cites work: Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
cites work: A Three-step Method for Choosing the Number of Bootstrap Repetitions
cites work: Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
cites work: Inference based on conditional moment inequalities
cites work: Normal Approximation and Asymptotic Expansions
cites work: Specification tests for partially identified models defined by moment inequalities
cites work: An MCMC approach to classical estimation.
cites work: On nondifferentiable functions and the bootstrap
cites work: Impossibility results for nondifferentiable functionals
cites work: Extremum estimation and numerical derivatives
cites work: Introduction to empirical processes and semiparametric inference
cites work: Subsampling
cites work: Inference for identifiable parameters in partially identified econometric models
cites work: On the uniform asymptotic validity of subsampling and the bootstrap
cites work: On concepts of directional differentiability
cites work: Statistical inference of stochastic optimization problems
cites work: Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
DOI: 10.1016/J.JECONOM.2018.06.007
description: scientific article; zbMATH DE number 6952367