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18 p, 324.1 KB Small-sample inference about variance and its transformations / Longford, Nicholas T. ; SNTL Statistics Research and Consulting
We discuss minimum mean squared error and Bayesian estimation of the variance and its common transformations in the setting of normality and homoscedasticity with small samples, for which asymptotics do not apply. [...]
2010
SORT : statistics and operations research transactions, Vol. 34, Núm. 1 (January-June 2010) , p. 3-20  
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