An asymptotic representation of a ratio of two statistics and its applications

Yoshihiko Maesono

研究成果: Contribution to journalArticle査読

1 被引用数 (Scopus)

抄録

Some statistics in common use take a form of a ratio of two statistics. In this paper, we will discuss asymptotic properties of the ratio statistic. We obtain an asymptotic representation of the ratio with remainder term op(n-1) and a Edgeworth expansion with remainder term o(n-1/2). And as example, the asymptotic representation and the Edgeworth expansion of the jackknife skewness estimator for U-statistics are established and we discuss the biases of the skewness estimator theoretically. We also apply the result to an estimator of Pearson's coefficient of variation and the sample correlation coefficient.

本文言語英語
ページ(範囲)305-327
ページ数23
ジャーナルCommunications in Statistics - Theory and Methods
27
2
DOI
出版ステータス出版済み - 1 1 1998

All Science Journal Classification (ASJC) codes

  • 統計学および確率

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