Search Results - subject:"Variance estimators"

On Bessel's correction: Unbiased sample variance, the "bariance," and a novel runtime-optimized estimator

Reichel, Felix - 2025

Bessel's correction adjusts the denominator in the sample variance formula from n to n - 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...

Persistent link: https://www.econbiz.de/10015407463

On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator

Reichel, Felix - 2025

Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...

Persistent link: https://www.econbiz.de/10015376726

Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659

Persistent link: https://www.econbiz.de/10014329005

Jackknife winsorized variance estimator under imputed data

Sohil, Fariha; Sohail, Muhammad Umair; Shabbir, Javid; … - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 17-32

and also consider jackknife variance estimators for the population variance by handling these extreme values under …

Persistent link: https://www.econbiz.de/10013444130

Jackknife winsorized variance estimator under imputed data

Sohil, Fariha; Sohail, Muhammad Umair; Shabbir, Javid; … - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 17-32

and also consider jackknife variance estimators for the population variance by handling these extreme values under …

Persistent link: https://www.econbiz.de/10013419424

Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic

Tabord-Meehan, Max - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 671-680

Persistent link: https://www.econbiz.de/10012179005

Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models

Chen, Xiaohong; Pouzo, Demian - 2014

of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …

Persistent link: https://www.econbiz.de/10011282658

Sieve Wald and QLR inferences on semi/ nonparametric conditional moment models

Chen, Xiaohong; Pouzo, Demian - 2014 - Rev. version: August 2014

of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …

Persistent link: https://www.econbiz.de/10010403489

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013

of simple sieve variance estimators of the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …

Persistent link: https://www.econbiz.de/10010895647

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013

of simple sieve variance estimators for the plug-in PSMD estimator, and hence the asymptotic chi-square distribution of …

Persistent link: https://www.econbiz.de/10010960378

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