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Topic:
aprroximation to function of a statistitics
Replies:
3
Last Post:
Aug 14, 2012 12:40 PM
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aprroximation to function of a statistitics
Posted:
Aug 14, 2012 7:23 AM
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Hello I need help, I want to calculate variance of functional. Let v1=var(x)
My aim is to calculate a function of x depending parameter "a":
var(f(x,a)) where "a" is the parameter.
To approximate this variance I used delta method. However in simulation results for some values of "a" the approximation didn't work well possibly heavy nonlinearity of g.
I dont want to use resampling mathods(like bootstrap or jacknife). Is there another ways to approximate the variance. Is higher order approximation possible? I searched google but I could not find a sufficient source. If you help me about this object, I will be very glad.
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