Finite-sample moments of the coefficient of variation

DOI10.1017/S0266466608090555zbMATH Open1277.62169OpenAlexW2009062307MaRDI QIDQ3551024FDOQ3551024

Yong Bao

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

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Mathematics Subject Classification ID

General nonlinear regression (62J02)

Cites Work

• The second-order bias and mean squared error of nonlinear estimators
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• A Laplace approximation to the moments of a ratio of quadratic forms
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• An almost unbiased estimator of the coefficient of variation
• Moments of the function of non-normal random vector with applications to econometric estimators and test statistics¹
• On the measurement of \(\sigma\)-convergence
• On ratios of random variables and generalised mortality rates

Cited In (4)

• Effect of measurement error on joint monitoring of process mean and coefficient of variation
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
• Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods
• An approximate distribution of the squared coefficient of variation under general population

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