Delta Method

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See: Delta Method Algorithm, Estimator Variance, Asymptotically Normal Estimator.



References

2009

1992

  • G. W. Oehlert. (1992). “A Note on the Delta Method.” In: The American Statistician, 46(1).

1982

  • Michael E. Sobel. (1982). “Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models.” In: Sociological Methodology, 13.
    • … The multivariate-delta method is utilized for this purpose: It provides a simple, general, and elegant means for …