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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...