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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1976 Volume 61, Pages 75–83 (Mi znsl2060)

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.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1981, 16:5, 1390–1395

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© Steklov Math. Inst. of RAS, 2024