FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
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Publication:3551024
DOI10.1017/S0266466608090555zbMath1277.62169OpenAlexW2009062307MaRDI QIDQ3551024
Publication date: 8 April 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608090555
Related Items (3)
Effect of measurement error on joint monitoring of process mean and coefficient of variation ⋮ Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods ⋮ Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
Cites Work
- The second-order bias and mean squared error of nonlinear estimators
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples
- An almost unbiased estimator of the coefficient of variation
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- On ratios of random variables and generalised mortality rates
- A Laplace approximation to the moments of a ratio of quadratic forms
- Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1
- On the measurement of \(\sigma\)-convergence
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