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A note on estimation of variance for ρ-mixing sequences

✍ Scribed by Magda Peligrad; Qi-Man Shao


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
207 KB
Volume
26
Category
Article
ISSN
0167-7152

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A Note on Variance Bounds for an Inverse
✍ Dr. A. Sahai 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 118 KB 👁 2 views

BEST (1974) found the variance of the minimum variance unbiased estimator of the Bernoulli parameter with an inverse sample. Noting its intricacy MIKULSKI and SMITE (1976) found bounds on this variance. SATEE (1977) developed closer bounds on it. In this paper still closer upper bound on the varianc