Cover Image

Order-Induced Variance in the Moving-Range Sigma Estimator: A Total-Variance Decomposition

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Karl, Andrew T.
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
by: Li, Lin, et al.
Published: (2026)

Variance Estimation for Weighted Average Treatment Effects
by: Li, Huiyue, et al.
Published: (2025)

The Bayesian Infinitesimal Jackknife for Variance
by: Giordano, Ryan, et al.
Published: (2023)

Zero Variance Portfolio
by: Chang, Jinyuan, et al.
Published: (2026)

Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference
by: Park, Bryan, et al.
Published: (2026)

M-Variance Asymptotics and Uniqueness of Descriptors
by: Eltzner, Benjamin
Published: (2020)

Variance estimation after matching or re-weighting
by: Meng, Xiang, et al.
Published: (2025)

Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
by: Whitehouse, Justin, et al.
Published: (2024)

Adaptive Long-Run Variance Thresholding for Sparse Covariance Estimation in High-Dimensional Time Series
by: Zhang, Wenhao, et al.
Published: (2026)

Sharp Bounds on the Variance of General Regression Adjustment in Randomized Experiments
by: Mikhaeil, Jonas M., et al.
Published: (2024)

Studentising Kendall's Tau: U-Statistic Estimators and Bias Correction for a Generalised Rank Variance-Covariance framework
by: Hurley, Landon
Published: (2023)

An Improved Satterthwaite Effective Degrees of Freedom Correction for Weighted Syntheses of Variance
by: von Davier, Matthias
Published: (2025)

Varadhan Functions, Variances, and Means on Compact Riemannian Manifolds
by: Cao, Yueqi
Published: (2026)

Data-Driven Uniform Inference for General Continuous Treatment Models via Minimum-Variance Weighting
by: Ai, Chunrong, et al.
Published: (2026)

Valid Bayesian Inference based on Variance Weighted Projection for High-Dimensional Logistic Regression with Binary Covariates
by: Ojha, Abhishek, et al.
Published: (2024)

Variance-reduced extreme value index estimators using control variates in a semi-supervised setting
by: Bocquet-Nouaille, Louison, et al.
Published: (2025)

Variance-based sensitivity analysis in the presence of correlated input variables
by: Most, Thomas
Published: (2024)

R2 priors for Grouped Variance Decomposition in High-dimensional Regression
by: Aguilar, Javier Enrique, et al.
Published: (2025)

Locally Optimal Fixed-Budget Best Arm Identification in Two-Armed Gaussian Bandits with Unknown Variances
by: Kato, Masahiro
Published: (2023)

Nonparametric f-Modeling for Empirical Bayes Inference with Unequal and Unknown Variances
by: Zhao, Zhigen, et al.
Published: (2026)

Refined Inference for Asymptotically Linear Estimators with Non-Negligible Second-Order Remainders
by: Li, Lin
Published: (2026)

Bayesian Quantile Estimation and Regression with Martingale Posteriors
by: Fong, Edwin, et al.
Published: (2024)

Confidence in Causal Inference under Structure Uncertainty in Linear Causal Models with Equal Variances
by: Strieder, David, et al.
Published: (2023)

Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition
by: Montanari, Andrea, et al.
Published: (2024)

Identifying the Most Appropriate Order for Categorical Responses
by: Wang, Tianmeng, et al.
Published: (2022)

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
by: Zhai, Percy S., et al.
Published: (2026)

Uniform inference in linear mixed models
by: Ekvall, Karl Oskar, et al.
Published: (2025)

Induced replication and the assessment of models
by: Battey, Heather, et al.
Published: (2026)

Shift-Dispersion Decompositions of Wasserstein and Cramér Distances
by: Resin, Johannes, et al.
Published: (2024)

Optimality of the Half-Order Exponent in the Turing-Good Identities for Bayes Factors
by: Okada, Kensuke
Published: (2026)

Nonparametric Estimation of Mediation Effects with A General Treatment
by: Huang, Lukang, et al.
Published: (2022)

On a Probability Inequality for Order Statistics with Applications to Bootstrap, Conformal Prediction, and more
by: Paul, Manit, et al.
Published: (2026)

Anytime Validity is Free: Inducing Sequential Tests
by: Koning, Nick W., et al.
Published: (2025)

Invariant Subspace Decomposition
by: Lazzaretto, Margherita, et al.
Published: (2024)

Sparse PCA: A New Scalable Estimator Based On Integer Programming
by: Behdin, Kayhan, et al.
Published: (2021)

Estimation of Independent Component Analysis Systems
by: Starck, Vincent
Published: (2025)

Flexible Functional Treatment Effect Estimation
by: Wang, Jiayi, et al.
Published: (2023)

Nonparametric Estimation via Partial Derivatives
by: Dai, Xiaowu
Published: (2022)

System Reliability Estimation via Shrinkage
by: Qiang, Beidi, et al.
Published: (2025)

On the Estimation of bivariate Conditional Transition Rates
by: Bathke, Theis
Published: (2024)