Asymptotics of the distribution of the ratio of sums of random variables

DOI10.1007/BF00974491MaRDI QIDQ808573zbMATHOpenAlexFDO

Authors S. A. Utev, S. Yu. Novak

Publication date 1990

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00974491

zbMATH Keywords

limit distributionintegrable functionsn-fold integralstail index of regular probability distributions

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Publication:5751752
• On the Distribution of the Ratioof Sums of Random Variables
• scientific article; zbMATH DE number 4137100
• Asymptotic approximations for some distributions of ratios
• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
• Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum
• Asymptotic distribution of sums of Rademacher functions
• On the asymptotic distribution of the sum of independent random variables
• Asymptotic behavior for sums of non-identically distributed random variables

Cites work

• scientific article; zbMATH DE number 3584782 (Why is no real title available?)
• scientific article; zbMATH DE number 3998394 (Why is no real title available?)
• A simple general approach to inference about the tail of a distribution
• Consistent nonparametric regression. Discussion
• Estimation of a regression function by the parzen kernel-type density estimators
• Kernel estimates of the tail index of a distribution
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• On the Optimality of Estimating the Tail Index and a Naive Estimator

Cited in

(6)

• Long term behavior of incomplete and time varying product ratings
• An asymptotic expression for cumulative sum of probabilities of the hermite distribution
• Estimating long memory in panel random-coefficient AR(1) data
• Fisher information matrix for branching processes with application to electron-multiplying charge-coupled devices
• scientific article; zbMATH DE number 3236169 (Why is no real title available?)
• scientific article; zbMATH DE number 3181531 (Why is no real title available?)

This page was built for publication: Asymptotics of the distribution of the ratio of sums of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808573)