The Existence of the First Negative Moment Revisited

DOI10.1198/000313002753631358zbMath1182.62020OpenAlexW2015889926WikidataQ58244220 ScholiaQ58244220MaRDI QIDQ5189899

George Casella, André I. Khuri

Publication date: 11 March 2010

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/000313002753631358

zbMATH Keywords

convex functionLipschitz continuityconditional momentimproper Riemann integralinverted distributioncomparison test

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments ⋮ Regressor and disturbance have moments of all orders, least squares estimator has none ⋮ Stability of noisy Metropolis-Hastings ⋮ On the bias and variance of odds ratio, relative risk and false discovery proportion ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ The first negative moment in the sense of the Cauchy principal value ⋮ A note on constrained estimation in the simple linear measurement error model ⋮ An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments ⋮ Testing for symmetry and conditional symmetry using asymmetric kernels

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