Work

The Functional Delta Method for Deriving Asymptotic Distributions

Year: 2026

Type: article

Abstract: ABSTRACT The functional delta method for deriving asymptotic distributions is presented. Assuming our interest lies in where is an unknown, infinite‐dimensional parameter and is a known functional. Like the delta method the functional delta method allows to immediately obtain an approximation of the distribution of the plug‐in estimator through the asymptotic distribution of subject to (a) the asymptotic distribution of being known and (b) the existence of an appropriate functional derivative of at . This article is categorized under: Data: Types and Structure > Time Series, Stochastic Processes, and Functional Data

Source: Wiley Interdisciplinary Reviews Computational Statistics

DOI: 10.1002/wics.70053

Author: Eric Beutner

Institution: Vrije Universiteit Amsterdam

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,460

OpenAlex ID: W7118678050

FWCI:

Cites: 40

Cited by:

Related to: