An almost unbiased estimator of the coefficient of variation

By Robert V. Breunig. 2001

70 citations recorded by the source corpus.

Subfields: Sociology and Political Science, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/802012a7e6c1219608c113dc8275dfe2402158de

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Sociology and Political Science

1. Philippe Castagliola
2. Giovanni Celano
3. Stelios Psarakis

In Statistics and Probability

1. Philippe Castagliola
2. Giovanni Celano
3. Stelios Psarakis
4. Hassen Taleb
5. Ali Achouri
6. Stephen M. Scariano
7. Maria E. Calzada
8. Michael Boon Chong Khoo

Citations in the corpus

• Monitoring the Coefficient of Variation Using a Variable Sampling Interval EWMA Chart (2017, unknown): “Although there is no closed form for μ0(γ̂2) and σ0(γ̂2), accurate approximations are provided by Breunig (2001) as μ0(γ̂2) = γ̂20 ( 1 − 3γ̂ 2 0 n ) (12) and σ0(γ̂2) = ( γ̂40 ( 2 n − 1 + γ̂ 2 0 ( 4 n + 20 n(n − 1) + 75γ̂20 n2 )) − (μ0(γ̂2) − γ̂20)2 )1/2.”
• Monitoring the Coefficient of Variation Using EWMA Charts (2011, methodology): “Nevertheless, accurate approximations are provided by Breunig (2001) as”