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

DOI10.1007/BF00974491zbMath0732.62018OpenAlexW2087298268MaRDI QIDQ808573

S. A. Utev, Serguei 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

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

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Cites Work

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• Kernel estimates of the tail index of a distribution
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• 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
• On the Optimality of Estimating the Tail Index and a Naive Estimator

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