On Higher Order Moment and Cumulant Estimation
Publication in refereed journal

替代計量分析
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其它資訊
摘要Moments and cumulants are involved in statistical analysis for a wide range of fields. A natural and popular approach to moment and cumulant estimation is based on the sample average. However, it is well known that these sample estimates usually perform poorly. In this paper, we derive uniformly minimum-variance unbiased estimator for raw moment, centred moment, and cumulant of any order for a number of common distributions. Extensive simulation studies demonstrate that the proposed estimators can perform much better than the corresponding sample average estimators.
著者Lok Hang Chan, Kun Chen, Chunxue Li, Chung Wang Wong, Chun Yip Yau
期刊名稱Journal of Statistical Computation and Simulation
出版年份2020
卷號90
期次4
出版社Taylor & Francis
頁次747 - 771
國際標準期刊號0094-9655
電子國際標準期刊號1563-5163
語言美式英語

上次更新時間 2020-27-11 於 23:59