Bootstrap Variance Estimation of Nonlinear Functions of Parameters: An Application to Long-Run Elasticities of Energy Demand
比较了Fieller法、泰勒级数展开和自助法在估计参数非线性函数置信区间上的表现，发现自助法优于先前研究结论，对需要计算能源需求长期弹性的研究者有参考价值。
In many practical applications, one is interested in obtaining confidence intervals for nonlinear functions of the parameters. This paper considers the following different methods: Fieller's method, Taylor's series expansion, and bootstrap methods. Compared to some of the earlier results in the empirical studies that are against the application of bootstrap, our results suggest a different conclusion in favor of the bootstrap methods. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology