Approximation to the moments of ratios of cumulative sums. Issue 2 (June 2014)

• Record Type: Journal Article
• Authors: Shi, Xiaoping; Reid, Nancy; Wu, Yuehua
• Is Part Of: Canadian journal of statistics. Volume 42:Issue 2(2014)
• Page Start: 325
• Page End: 336
• Publication Date: 2014-06
• Subjects: Mathematical statistics -- Periodicals; 519.5
• DOI: 10.1002/cjs.11213
• Languages: English
• ISSNs: 0319-5724

Abstract

<abstract abstract-type="main" xml:lang="en"> <title>Abstract</title> <sec id="cjs11213-sec-0001" sec-type="section"> <p>We propose an approximation to the mean of the ratio of cumulative sums of a sequence of independently distributed nonnegative random variables. Both leading term and higher‐order saddlepoint approximations are presented, and the results are applied to a vector ratio approximation, change‐point analysis, and kernel regression. <italic>The Canadian Journal of Statistics</italic> 42: 325–336; 2014 © 2014 Statistical Society of Canada</p> </sec> </abstract>