On the distribution of the ratio of sums of random variables

Novak, Serguei ORCID logoORCID: https://orcid.org/0000-0001-7929-7641 (1996) On the distribution of the ratio of sums of random variables. Theory of Probability and Its Applications, 41 (3) . pp. 479-503. ISSN 0040-585X [Article] (doi:10.1137/S0040585X97975228)

Abstract

We present an estimate of the accuracy of normal approximation for the distribution of a ratio of sums of random variables. The applications include the problem of non-parametric estimation of a regression function, the problem of non-parametric estimation of the extremal index, etc.

Item Type: Article
Additional Information: Novak S.Y. (1996) On the distribution of the ratio of sums of random variables. – Theory Probab. Appl., v. 41, No 3, 479–503.
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 20592
Depositing User: Serguei Novak
Date Deposited: 23 Sep 2016 11:03
Last Modified: 13 Oct 2016 14:41
URI: https://eprints.mdx.ac.uk/id/eprint/20592

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