Estimates of low bias for the multivariate normal
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References listed on IDEAS
- Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene, 2005. "Estimation of the entropy of a multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 324-342, February.
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- Kollo, T. & Vonrosen, D., 1995. "Minimal Moments and Cumulants of Symmetric Matrices: An Application to the Wishart Distribution," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 149-164, November.
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- Carlos A. Medel & Pablo M. Pincheira, 2016.
"The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
- Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
- Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
More about this item
KeywordsBias reduction Moments Multivariate Hermite polynomials Multivariate normal Ratio estimates;
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