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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Bibliographic Details
Main Author: Andrea Pallini
Format: Article
Language:English
Published: University of Bologna 2007-10-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/62

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