A class of random polynomials with an invariance property |
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| Institution: | 1. Department of Economics, Northwestern University, 2211 Campus Drive, Evanston IL 60208, USA;2. Kellogg School of Management, Northwestern University, 2211 Campus Drive, Evanston IL 60208, USA;3. Center for Economic Policy Research, 33 Great Sutton Street, London EC1V 0DX, UK |
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| Abstract: | A class of polynomials generalizing the polynomial score for a location parameter and possessing a certain invariance property is studied. It is shown that the reciprocal of the variance of such polynomials is super-additive, a result similar to Stam's inequality. |
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