Asymptotics for linear approximations of smooth functions of means
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 diverge...
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Format: | Article |
Language: | English |
Published: |
University of Bologna
2007-10-01
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Series: | Statistica |
Online Access: | http://rivista-statistica.unibo.it/article/view/62 |