Evaluation for moments of a ratio with application to regression estimation

Article, Preprint, Other literature type English OPEN
Doukhan, Paul; Lang, Gabriel;
(2008)
  • Publisher: HAL CCSD
  • Journal: issn: 1350-7265
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.3150/09-BEJ190
  • Subject: division | Mathematics - Statistics Theory | weighted sums | [ SDV ] Life Sciences [q-bio] | [ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH] | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST] | division;ratio;regression estimation;weighted sums | regression estimation | ratio

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977) 289--292], we propose sharper bo... View more
  • References (29)
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