The large-sample distribution of the most fundamental of statistical summaries
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Publication:2386152
DOI10.1016/j.jspi.2004.04.014zbMath1066.62024OpenAlexW2071301783MaRDI QIDQ2386152
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
Bias correctionMeanAsymptotic joint distributionCoefficient of kurtosisCoefficient of skewnessLarge-sample inferenceSkew-normal distributionStandard deviation
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (4)
On Sample Skewness and Kurtosis ⋮ On the limiting distribution of sample central moments ⋮ Inference for quantile measures of kurtosis, peakedness, and tail weight ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions
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- The skew-Cauchy distribution
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Statistical Applications of the Multivariate Skew Normal Distribution
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- A Skew Extension of the T-Distribution, with Applications
- Linear Statistical Inference and its Applications
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