Finite-sample moments of the coefficient of variation

DOI10.1017/S0266466608090555MaRDI QIDQ3551024zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cites work

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

Cited in

(4)

• Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
• Effect of measurement error on joint monitoring of process mean and coefficient of variation
• An approximate distribution of the squared coefficient of variation under general population
• Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods

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