A generalization of the delta method is proposed. The asymptotic distribution of g(Y-n) is obtained when g is not necessarily a differentiable function but verifies some weaker regularity conditions. An application to diversity profiles is also presented.
Marcheselli, M. (2000). A generalized delta method with applications to intrinsic diversity profiles. JOURNAL OF APPLIED PROBABILITY, 37(2), 504-510 [10.1239/jap/1014842553].
A generalized delta method with applications to intrinsic diversity profiles
Marcheselli, Marzia
2000-01-01
Abstract
A generalization of the delta method is proposed. The asymptotic distribution of g(Y-n) is obtained when g is not necessarily a differentiable function but verifies some weaker regularity conditions. An application to diversity profiles is also presented.
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https://hdl.handle.net/11365/9757
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