Nous montrons dans cet article que certains estimateurs de la variance
For a large class of distributions and large samples, it is shown that estimates of the variance
Mot clés : estimation de la variance, écart type shrinkage, proximité de Pitman, erreur quadratique moyenne
@article{JSFS_2012__153_1_5_0, author = {Biau, G\'erard and Yatracos, Yannis G.}, title = {On the shrinkage estimation of variance}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {5--21}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {153}, number = {1}, year = {2012}, mrnumber = {2930287}, zbl = {1316.62105}, language = {en}, url = {https://www.numdam.org/item/JSFS_2012__153_1_5_0/} }
TY - JOUR AU - Biau, Gérard AU - Yatracos, Yannis G. TI - On the shrinkage estimation of variance JO - Journal de la société française de statistique PY - 2012 SP - 5 EP - 21 VL - 153 IS - 1 PB - Société française de statistique UR - https://www.numdam.org/item/JSFS_2012__153_1_5_0/ LA - en ID - JSFS_2012__153_1_5_0 ER -
Biau, Gérard; Yatracos, Yannis G. On the shrinkage estimation of variance. Journal de la société française de statistique, Tome 153 (2012) no. 1, pp. 5-21. https://www.numdam.org/item/JSFS_2012__153_1_5_0/
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