Faculty of Economics and Business Administration Publications Database

A Note on the Estimation of Lp-Norms

Authors:
Source:
Volume: 15
Number: 2
Pages: 131 - 133
Month: September
Link External Source: Online Version
Year: 1992
Keywords: Lp-norm; Statistical point estimation
Abstract:

The Lp-norm of a random variable with unknown distribution is determined by means of the substitution estimator. Under a mild moment condition, expansions of bias and variance are established.

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