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A New Estimator of the Variance Based on Minimizing Mean Squared Error

โœ Scribed by Kourouklis, Stavros


Book ID
127023541
Publisher
American Statistical Association
Year
2012
Tongue
English
Weight
163 KB
Volume
66
Category
Article
ISSN
0003-1305

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On the expansion of the mean integrated
โœ Bert van Es ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 104 KB

We give a new proof of the mean integrated squared error expansion for non smooth densities of Van Eeden. The proof exploits the Fourier representation of the mean integrated squared error.