Estimating the Ratio of Two Functions in a Nonparametric Regression Model

Abstract

Due to measurement noise, a common problem in in various fields is how to estimate the ratio of two functions. We consider this problem of estimating the ratio of two functions in a nonparametric regression model. Assuming the noise is normally distributed, this is equivalent to estimating the ratio of the means of two normally distributed random variables. We identified a consistent estimator that gives the mean squared loss of order $O(1/n)$ ($n$ is the sample size) when conditioned on a highly probable event. We also present our result applied to both the real data from EAPS and on simulated data, confirming our theoretical results.