Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129722 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
This paper gives simple and intuitive derivations of three equivalent forms of a distribution-free and unbiased estimator of the squared covariance matrix Σ2. Particularly, computationally efficient forms of the unbiased estimators of Σ2 and its trace are derived from the computationally intensive U-statistic forms.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bu Zhou, Jia Guo,