Approximation to the moments of ratios of cumulative sums

DOI10.1002/cjs.11213zbMath1349.62040OpenAlexW1787094202MaRDI QIDQ5166418

Nancy Reid, Yuehua Wu, Xiao Ping Shi

Publication date: 26 June 2014

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11213

zbMATH Keywords

change-point analysiscumulative suminverse moment approximationvector ratio approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to social sciences (62P25) Probability distributions: general theory (60E05) Stochastic approximation (62L20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (6)

Approximations to inverse moments of double-indexed weighted sums ⋮ The inverse moment for widely orthant dependent random variables ⋮ Moment Inequalities for $m$-NOD Random Variables and Their Applications ⋮ On the asymptotic approximation of inverse moment under sub-linear expectations ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ On asymptotic approximation of ratio models for weakly dependent sequences

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