2 citations · 2 across the 3 of their papers we have counts for
4 papers · 1 filter
Gram Charlier and Edgeworth expansion for sample variance
Eric Benhamou
In this paper, we derive a valid Edgeworth expansions for the Bessel corrected empirical variance when data are generated by a strongly mixing process whose distribution can be arb…
T-statistic for Autoregressive process
Eric Benhamou
In this paper, we discuss the distribution of the t-statistic under the assumption of normal autoregressive distribution for the underlying discrete time process. This result gener…
A few properties of sample variance
Eric Benhamou
A basic result is that the sample variance for i.i.d. observations is an unbiased estimator of the variance of the underlying distribution (see for instance Casella and Berger (200…
Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation
Eric Benhamou, Valentin Melot
This paper revisits the Pearson Chi-squared independence test. After presenting the underlying theory with modern notations and showing new way of deriving the proof, we describe a…