Who Invented the Delta Method
By Jay M. Ver Hoef. 2012
246 citations recorded by the source corpus.
Subfields: Statistics and Probability
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In Statistics and Probability
- Zheng Fang
- Matteo Papini
- Marcello Restelli
- Andrés Santos
- Alberto Maria Metelli
- Micha Mandel
- Francesco Faccio
- Kathleen T. Li
Citations in the corpus
- Policy Optimization via Importance Sampling (2018, methodology): “Several approximations of the variance have been proposed, like the following derived using the delta method [59, 28]: We will not use the approximate expression for the variance, but we will directly bound the Mean Squared Error (MSE) of the SN estimator, which is the sum of the variance and the…”
- Inference on Directionally Differentiable Functions (2014, methodology): “Hoef (2012) recently attributed its invention to the economist Robert Dorfman in his article Dorfman (1938), which was curiously published by the Worcester State Hospital (a public asylum for the insane). valid for the original estimator θ̂n (Bickel et al., 1997; Andrews, 2000).”
- Simulation-Based Confidence Intervals for Functions With Complicated Derivatives (2013, methodology): “In such cases, confidence intervals for the parameter of interest are usually constructed by first estimating the basic parameters of the problem and the corresponding variance matrix, and then applying the delta method; see Ver Hoef (2012) for the use and origin of the method.”