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Volumn 54, Issue 3, 2013, Pages 827-837

On a new interpretation of the sample variance

Author keywords

Actuarial mathematics; Economic theory; Gini's mean difference; Mathematical finance; Sample variance; U statistics

Indexed keywords


EID: 84879459419     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-012-0465-y     Document Type: Article
Times cited : (5)

References (19)
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  • 4
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    • Hoeffding, W.1
  • 5
    • 0004044304 scopus 로고
    • Institute of Statistics mimeo series, no. 302. University of North Carolina, Chapel Hill
    • Hoeffding W (1961) The strong law of large numbers for U-statistics. Institute of Statistics mimeo series, no. 302. University of North Carolina, Chapel Hill.
    • (1961) The strong law of large numbers for U-statistics
    • Hoeffding, W.1
  • 10
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    • Boca Raton: CRC Press
    • Lee AJ (1990) U-statistics. CRC Press, Boca Raton.
    • (1990) U-Statistics
    • Lee, A.J.1
  • 12
    • 84876272099 scopus 로고    scopus 로고
    • Estimating a standard deviation with U-statistics of degree more than two: the normal case
    • Mukhopadhyay N, Chattopadhyay B (2011) Estimating a standard deviation with U-statistics of degree more than two: the normal case. J Stat Adv Theory Appl 5: 93-130.
    • (2011) J Stat Adv Theory Appl , vol.5 , pp. 93-130
    • Mukhopadhyay, N.1    Chattopadhyay, B.2
  • 14
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    • The standard error of Gini's mean difference
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    • (1936) Biometrika , vol.28 , pp. 428-436
    • Nair, U.S.1
  • 15
    • 0542445417 scopus 로고    scopus 로고
    • Estimation of a normal variance-a critical review
    • Pal N, Ling C, Lin J-J (1998) Estimation of a normal variance-a critical review. Stat Pap 39: 389-404.
    • (1998) Stat Pap , vol.39 , pp. 389-404
    • Pal, N.1    Ling, C.2    Lin, J.-J.3
  • 19
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    • Representations for bias and variance of the sample standard deviation
    • Weba M (1993) Representations for bias and variance of the sample standard deviation. Stat Pap 34: 369-375.
    • (1993) Stat Pap , vol.34 , pp. 369-375
    • Weba, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.