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  • 标题:Asymptotics for linear approximations of smooth functions of means
  • 本地全文:下载
  • 作者:Andrea Pallini
  • 期刊名称:Statistica
  • 印刷版ISSN:1973-2201
  • 出版年度:2004
  • 卷号:64
  • 期号:4
  • 页码:625-641
  • DOI:10.6092/issn.1973-2201/62
  • 语种:English
  • 出版社:Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
  • 摘要:A higher-order version of the linear approximation of smooth functions of means proposed in Pallini (2002) is defined and studied. This version is shown to improve over the error of order Op(n -2) in probability, as the sample size n diverges, yielding a smaller error of order Op(n -3), as n diverges. Both linear approximations are shown to have a normal distribution, as diverges. Empirical results of a simulation study on the ratio of means example are presented.
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