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This article is cited in 18 scientific papers (total in 18 papers)
On the distribution of the ratio of sums of random variables
S. Yu. Novak Siberian State Academy of Geodesy
Abstract:
We study the distribution of the ratio $Z_n$ of sums of random variables. Berry–Esseen-type estimates of the rate of convergence in the central limit theorem for $Z_n$ are given. In addition, second-order asymptotic expansions for $\mathbb E Z_n$ and $\mathbb E Z^2_n$ are presented.
The results are applied to the problems of nonparametric regression curve estimation, nonparametric tail index estimation, and nonparametric estimation of a hazard function.
Keywords:
Berry–Esseen-type estimates, regression, tail index, hazard function, mean square error.
Received: 26.08.1993
Citation:
S. Yu. Novak, “On the distribution of the ratio of sums of random variables”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 533–560; Theory Probab. Appl., 41:3 (1997), 479–503
Linking options:
https://www.mathnet.ru/eng/tvp3134https://doi.org/10.4213/tvp3134 https://www.mathnet.ru/eng/tvp/v41/i3/p533
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Abstract page: | 389 | Full-text PDF : | 164 | First page: | 25 |
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