학술논문
Efficiency of high-order moment estimates
Document Type
Periodical
Author
Source
IEEE Transactions on Signal Processing IEEE Trans. Signal Process. Signal Processing, IEEE Transactions on. 46(1):255-258 Jan, 1998
Subject
Language
ISSN
1053-587X
1941-0476
1941-0476
Abstract
Some results on 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 variance of this estimator. General results on the sequence of relative variances indexed by the order are established. Finally, some examples and counterexamples are presented.