Asymptotic Representation of Ratio Statistics and Their Mean Squared Errors
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- Maesono Yoshihiko
- Faculty of Economics, Kyushu University
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抄録
Some statistics in common use take a form of a ratio of two statistics such as sample correlation coefficient, Pearson’s coefficient of variation 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. We will also discuss bias correction of the sample correlation coefficient and the sample coefficient of variation. Mean squared errors of the corrected estimators are also obtained.
収録刊行物
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- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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JOURNAL OF THE JAPAN STATISTICAL SOCIETY 35 (1), 73-97, 2005
日本統計学会
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詳細情報 詳細情報について
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- CRID
- 1390001205286507392
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- NII論文ID
- 110003161367
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- NII書誌ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- MRID
- 2183501
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- NDL書誌ID
- 7342180
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可