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 ...

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 ...

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