EFFICIENCY OF HIGH-ORDER MOMENT ESTIMATES

Authors
BOURIN C BONDON P
Citation
C. Bourin et P. Bondon, EFFICIENCY OF HIGH-ORDER MOMENT ESTIMATES, IEEE transactions on signal processing, 46(1), 1998, pp. 255-258
Citations number
3
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
46
Issue
1
Year of publication
1998
Pages
255 - 258
Database
ISI
SICI code
1053-587X(1998)46:1<255:EOHME>2.0.ZU;2-X
Abstract
Some results an the estimation of high-order moments of a real random variable are presented. For a given order, the estimator considered is the corresponding moment of the samples, and we study the relative va riance of this estimator. General results an the sequence of relative variances indexed by the order are established. Finally, some examples and counterexamples are presented.