An asymptotic representation of a ratio of two statistics and its applications

DOI10.1080/03610929808832097zbMath0894.62056OpenAlexW2158419395MaRDI QIDQ4385995

Yoshihiko Maesono

Publication date: 10 September 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832097

zbMATH Keywords

variance estimatorU-statisticsEdgeworth expansionH-decompositionratio statisticjackknife skewness estimatorPearson's coefficient of variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

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Cites Work

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• The jackknife estimate of variance
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• On the estimation of skewness of a statistic using the jackknife and the bootstrap
• DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT FOR NONNORMAL POPULATIONS
• Bias reduction for jackknife skewness
• Improvements of jackknife confidence limit methods
• A Class of Statistics with Asymptotically Normal Distribution

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