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Zapiski Nauchnykh Seminarov LOMI, 1976, Volume 61, Pages 75–83
(Mi znsl2060)
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Asymptotic $\varepsilon$-admissibility of the sample variance as an estimator of the population variance
L. B. Klebanov, I. A. Melamed
Abstract:
A quantitative estimate is given of the robustness of the characterization of the distribution with a density $a^{p/2}\Gamma(p/2)^{-1}|x|^{p-1}\exp-ax^2$ by the property of asymptotic $\varepsilon$-admissibility of the sample variance as an estimator of the population variance with a quadratic loss function.
Citation:
L. B. Klebanov, I. A. Melamed, “Asymptotic $\varepsilon$-admissibility of the sample variance as an estimator of the population variance”, Continuity and stability in the problems of probability theory and mathematical statistics, Zap. Nauchn. Sem. LOMI, 61, "Nauka", Leningrad. Otdel., Leningrad, 1976, 75–83; J. Soviet Math., 16:5 (1981), 1390–1395
Linking options:
https://www.mathnet.ru/eng/znsl2060 https://www.mathnet.ru/eng/znsl/v61/p75
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Statistics & downloads: |
Abstract page: | 161 | Full-text PDF : | 53 |
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