ar X iv : 0 80 5 . 02 28 v 1 [ m at h . ST ] 2 M ay 2 00 8 Evaluation for moments of a ratio with application to regression estimation
نویسندگان
چکیده
Many problems involve ratios in probability or in statistical applications. We aim at approximating the moments of such ratios under specific assumptions. Using ideas from Collomb (1977) [7], we propose sharper bounds for the moments of randomly weighted sums which also may appear as a ratio of two random variables. Suitable applications are given in more detail here in the fields of functional estimation, in finance and for censored data analysis. Several weak dependence dependence situations are considered. AMS classification: (Primary) 60F25, 60G10, (secondary) 62G08, 62M10.
منابع مشابه
ar X iv : 0 80 5 . 24 44 v 1 [ m at h . A G ] 1 6 M ay 2 00 8 Symmetry and holomorphy of the second member of the second Painlevé hierarchy
We study symmetry and holomorphy of the second member of the second Painlevé hierarchy P (2) II .
متن کاملar X iv : 0 80 5 . 10 03 v 1 [ m at h . SP ] 7 M ay 2 00 8 GEODESICS ON WEIGHTED PROJECTIVE SPACES
We study the inverse spectral problem for weighted projective spaces using wave-trace methods. We show that in many cases one can “hear” the weights of a weighted projective space.
متن کاملar X iv : 0 80 3 . 28 39 v 1 [ m at h . ST ] 1 9 M ar 2 00 8 AGGREGATION BY EXPONENTIAL WEIGHTING , SHARP ORACLE INEQUALITIES AND SPARSITY
We study the problem of aggregation under the squared loss in the model of regression with deterministic design. We obtain sharp PAC-Bayesian risk bounds for aggregates defined via exponential weights, under general assumptions on the distribution of errors and on the functions to aggregate. We then apply these results to derive sparsity oracle inequalities.
متن کاملar X iv : 0 80 5 . 18 60 v 2 [ m at h . FA ] 1 5 M ay 2 00 8 UNCONDITIONAL BASIC SEQUENCES IN SPACES OF LARGE DENSITY
We study the problem of the existence of unconditional basic sequences in Banach spaces of high density. We show, in particular, the relative consistency with GCH of the statement that every Banach space of density אω contains an unconditional basic sequence.
متن کامل