Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions

DOI10.1080/03610926.2011.608474zbMath1319.62049arXiv1104.0040OpenAlexW3103125511MaRDI QIDQ2839083

Giorgos Afendras

Publication date: 4 July 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0040

zbMATH Keywords

moment estimatorsdelta-methodcovariance identityquadratic \(q\)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (1)

On the limiting distribution of sample central moments

Cites Work

• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• Another characterization of multivariate normal distribution
• Variance bounds by a generalization of the Cauchy-Schwarz inequality
• Characterizations of distributions by variance bounds
• Estimation of the mean of a multivariate normal distribution
• On characterizations of distributions by mean absolute deviation and variance bounds
• Variance inequalities for functions of Gaussian variables
• The iterated jackknife estimate of variance
• A characterization of the Pearson system of distributions and the associated orthogonal polynomials
• The large-sample distribution of the most fundamental of statistical summaries

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