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Research Report SRR99-006
Asymptotic representation of ratio statistics and its application
Yoshihiko Maesono
Abstract:
Some statistics in common use take a form of a ratio of
two statistics such as correlation coefficient, Pearson's
coefficient of variation, cumulant estimators and so on. In this
paper, obtaining an asymptotic representation of the ratio
statistic until the third order term, we will discuss asymptotic
mean squared errors of the ratio statistics and establish an
Edgeworth expansion with remainder term o(n-1).
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