Title :
Efficiency of high-order moment estimates
Author :
Bourin, Christophe ; Bondon, Pascal
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
1/1/1998 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
