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.