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A note on the estimation of Lp-norms

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  • Weba, Michael

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.

Suggested Citation

  • Weba, Michael, 1992. "A note on the estimation of Lp-norms," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 131-133, September.
  • Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:131-133
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