Delta Method在统计里是求渐进分布asymptotic distribution的,是一种转化的方法,用a随机变量转化为b随机...
The delta-method for actuarial statistics. Scandinavian Actuarial Journal 1, 79-94.Hipp C (1996) The delta-method for actuarial statistics. Scand Actuar J 1996:79–94 MathSciNet MATH View ArticleHipp, C. (1996). The delta-method for actuarial statistics, Scandinavian Actuarial Journal, 79-94...
Taboga, Marco (2021). "Delta method", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/asymptotic-theory/delta-method.
Nicholas Cox of Durham University and John Gleason of Syracuse University provided the references. References Oehlert, G. W. 1992. A note on the delta method.American Statistician46: 27–29. Rice, John. 1994. Mathematical Statistics and Data Analysis. 2nd ed. Duxbury....
今年南京DIA QSF会议后,可能在最新版本ICH E9R绿皮书中tipping point analysis出现的频率比较高,接到了组里的一个任务,研究各种终点的临界值分析方法应用(主要用于缺失数据假设的敏感性分析),这也是目前在处理缺失数据时FDA推荐的敏感性分析方法。目前在阅读了大量文献后,已经整理了关于连续型终点和time to event类型...
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delta method by Marco Taboga, PhD The Delta method is a theorem that can be used to derive the distribution of a function of an asymptotically normal variable. It is often used to derive standard errors and confidence intervals for functions of parameters whose estimators are asymptotically normal...
Ver Hoef, J. M. (2012). Who invented the delta method?The American Statistician, 66(2), 124–127. ArticleMathSciNetGoogle Scholar Wright, S. (1934). The method of path coefficients.Annals of Mathematical Statistics, 5(3), 161–215. ...
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Multiple comparisons in two-factor testing of psychophysical thresholds by the delta test methodDelta test statisticsMultiple comparisonsREGW significance levelsStep-down procedureTwo-factor testing62J1562P10We propose an algorithm of multiple comparisons in two-factor testing of psychophysical thresholds. We...