It is of interest to know what the covariance of sample mean and sample variance is without the assumption of normality. In this article we study such a problem. We show a simple derivation of the ...

We calculate the covariance of certain sample moments for simple random sampling without replacement of fixed size n, from a finite population. Some important results, of the classical sampling theory ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Gordon Scott has been an active investor and ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

Power analyses and sample size calculations are important parts of many research projects. Often, before data are even collected, it is necessary to calculate and justify the required sample size for ...