DocumentCode
1255097
Title
Efficiency of high-order moment estimates
Author
Bourin, Christophe ; Bondon, Pascal
Author_Institution
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
Volume
46
Issue
1
fYear
1998
fDate
1/1/1998 12:00:00 AM
Firstpage
255
Lastpage
258
Abstract
Some results on the estimation of high-order moments of a real random variable are presented. For a given order, the estimator considered is the corresponding moment of the samples, and we study the relative variance of this estimator. General results on the sequence of relative variances indexed by the order are established. Finally, some examples and counterexamples are presented
Keywords
Gaussian distribution; higher order statistics; parameter estimation; random processes; sequences; signal sampling; Gaussian distribution; asymptotic behavior; efficiency; high-order moment estimates; real random variable; relative variances sequence; samples; signal processing; uniform distribution; Bonding; Random variables; Reactive power; Signal processing; Sufficient conditions;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.651231
Filename
651231
Link To Document