Who Invented the Delta Method?

被引:195
作者
Hoef, Jay M. Ver [1 ]
机构
[1] NOAA, Natl Marine Fisheries Serv, Natl Marine Mammal Lab, Alaska Fisheries Sci Ctr, Seattle, WA 98115 USA
关键词
Approximate variance; Bias correction; Limiting distribution; Taylor expansion;
D O I
10.1080/00031305.2012.687494
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Many statisticians and other scientists use what is commonly called the "delta method." However, few people know who proposed it. The earliest article was found in an obscure journal, and the author is rarely cited for his contribution. This article briefly reviews three modern versions of the delta method and how they are used. Then, some history on the author and the journal of the first known article on the delta method is given. The original author's specific contribution is reproduced, along with a discussion on possible reasons that it has been overlooked.
引用
收藏
页码:124 / 127
页数:4
相关论文
共 10 条
[1]   Variance estimation methods for health expectancy by relative socio-economic status [J].
Abatih, Emmanuel ;
Van Oyen, Herman ;
Bossuyt, Nathalie ;
Bruckers, Liesbeth .
EUROPEAN JOURNAL OF EPIDEMIOLOGY, 2008, 23 (04) :243-249
[2]  
Agresti A., 1990, CATEGORICAL DATA ANA
[3]  
[Anonymous], 2002, EC DORFMAN DIES 85
[4]  
[Anonymous], 1999, Mathematical Methods of Statistics
[5]  
[Anonymous], 1951, APPL LINEAR PROGRAMM
[6]   FIELLER THEOREM, THE LIKELIHOOD AND THE DELTA-METHOD [J].
COX, C .
BIOMETRICS, 1990, 46 (03) :709-718
[7]  
Dorfman R., 1938, BIOMETRIC B, V1, P129
[8]   A NOTE ON THE DELTA METHOD [J].
OEHLERT, GW .
AMERICAN STATISTICIAN, 1992, 46 (01) :27-29
[9]  
Roizen R, 2011, EM JELLINEK WORCESTE
[10]  
Solow R. M., 1958, Linear Programming and Economics Analysis