The large-sample distribution of the most fundamental of statistical summaries

DOI10.1016/J.JSPI.2004.04.014MaRDI QIDQ2386152zbMATH OpenOpenAlexFDO

Authors Arthur Pewsey

Publication date 22 August 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.04.014

zbMATH Keywords

MeanBias correctionAsymptotic joint distributionCoefficient of kurtosisCoefficient of skewnessLarge-sample inferenceSkew-normal distributionStandard deviation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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• A Skew Extension of the T-Distribution, with Applications
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Linear Statistical Inference and its Applications
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Statistical Applications of the Multivariate Skew Normal Distribution
• The skew-Cauchy distribution

Cited in

(5)

• The large-sample joint distribution of key circular statistics
• Inference for quantile measures of kurtosis, peakedness, and tail weight
• On sample skewness and kurtosis
• Moment-based inference for Pearson's quadratic \(q\) subfamily of distributions
• On the limiting distribution of sample central moments

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