Asymptotics of the distribution of the ratio of sums of random variables
DOI10.1007/BF00974491zbMATH Open0732.62018OpenAlexW2087298268MaRDI QIDQ808573FDOQ808573
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
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Cites Work
- Consistent nonparametric regression. Discussion
- A simple general approach to inference about the tail of a distribution
- Kernel estimates of the tail index of a distribution
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- Estimation of a regression function by the parzen kernel-type density estimators
- Title not available (Why is that?)
- On the Optimality of Estimating the Tail Index and a Naive Estimator
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