Computer algebra and algorithms for unbiased moment estimation of arbitrary order

DOI10.1080/25742558.2019.1701917MaRDI QIDQ4960792zbMATH OpenOpenAlexWikidataFDO

Authors Inna Gerlovina, Alan E. Hubbard

Publication date 23 April 2020

Published in Cogent Mathematics & Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/25742558.2019.1701917

zbMATH Keywords

combinatoricshigher-order approximationsempirical momentspooled estimates

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 1730488 (Why is no real title available?)
• Combined Expansions of Products of Symmetric Power Sums and of Sums of Symmetric Power Products with Application to Sampling
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Edgeworth expansions in nonparametric statistics
• Empirical Edgeworth expansions for symmetric statistics
• Generalized h-statistics and other symmetric functions

Cited in

(3)

• Some preliminary observations on an algorithm for the computation of moment integrals
• Umoments
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights

Describes a project that uses

Uses Software

• R

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