On a new interpretation of the sample variance

DOI10.1007/S00362-012-0465-YMaRDI QIDQ2392700zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, Bhargab Chattopadhyay

Publication date 2 August 2013

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-012-0465-y

zbMATH Keywords

Gini's mean differencemathematical financesample varianceactuarial mathematicseconomic theory\(U\) statistics

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(7)

• The mean-variance relation: a 24-hour story
• A geometrical interpretation of an alternative formula for the sample covariance
• scientific article; zbMATH DE number 857953 (Why is no real title available?)
• Estimating a standard deviation with U-statistics of degree more than two: the normal case
• Variogram or semivariogram? variance or semivariance? allan variance or introducing a new term?
• Constructions of new classes of one- and two-sample nonparametric location tests
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance

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