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- W2004523963 abstract "We derive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the components of a random vector having a compound normal distribution (CND). We show that the MIVQUE converges in probability to a random variable whose distribution is essentially the mixing distribution characterising the CND. This fact is very important, because the MIVQUE allows us to make out the signature of a particular CND, and notably allows us to check if an hypothesis of normality for multivariate observations y 1 ,…, y M is plausible." @default.
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- W2004523963 date "1999-02-01" @default.
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- W2004523963 title "Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions" @default.
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- W2004523963 doi "https://doi.org/10.1016/s0377-0427(98)00228-3" @default.
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