Browsing by Subject "Linear estimators"

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    • Article  

      Expectation bounds on linear estimators from dependent samples 

      Papadatos, Nickos (2001)
      Let X1,X2,...,Xn be a sample of arbitrary, possibly dependent, random variables, with possibly different marginal distributions, and denote by X1:n≤X2:n≤≤Xn:n the corresponding order statistics. Using the notation μi=EXi ...