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Higher Order Approximation of the Probability Distribution of the Ratio Estimator for a Regression Model
Cornish-Fisher expansion Edgeworth expansion higher order approximation ratio estimator regression model
2009/3/10
In the present paper, we consider the problem of estimating a ratio ρ = E(Y) / E(X) in a regression model Y = α + βX + U. We obtain the higher order approximation of the probability distribution of th...
A Class of Estimators for Estimating the Variance of the Ratio Estimator
class of estimators estimation of variance ratio and regression type estimators
2009/3/9
In this paper we have proposed a class of estimators for the variance of the ratio estimator which includes two standard estimators V0, V2 and the estimators VH and V3 suggested by Royall and Eberhard...