Add to ORKGIn this paper, the biased estimator that is derived in Ng, Low, and Quah (2007) is further studied. The expression for the higher moments of the estimator is important if we want to know the whole sampling properties of the estimator Hence, a general expression for the higher moments of the estimator is derived in this paper Furthermore, the bias, variance, mean squared error skewness and kurtosis of the estimator are derived from the higher moments of the estimator
Noise is an unavoidable part of most measurements which can hinder a correct in-terpretation of the ...
<p>Comparison between the main statistics of the ‘objective’ experimental distributions and the ‘sub...
In an effort to improve the small sample properties of generalized method of moments (GMM) estimator...
In this paper, the biased estimator that is derived in Ng, Low, and Quah (2007) is further studied. ...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
We derive the approximate results for the bias and mean squared error of a large class of estimators...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
Central moments and cumulants are often employed to characterize the distribution of data. The skewn...
Kinal (1980) showed that k-class estimators for which k < 1 possess all necessary higher moments. A ...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
We derive explicit expressions for the correlation coefficients between the sample mean and the samp...
We reconsider the derivation of Blest’s (2003) skewness adjusted version of the classical moment-bas...
We derive the approximate results for two standardized measures of deviation from normality, namely,...
This study investigates the performance of higher order moments, realised from the model-free Bakshi...
Noise is an unavoidable part of most measurements which can hinder a correct in-terpretation of the ...
<p>Comparison between the main statistics of the ‘objective’ experimental distributions and the ‘sub...
In an effort to improve the small sample properties of generalized method of moments (GMM) estimator...
In this paper, the biased estimator that is derived in Ng, Low, and Quah (2007) is further studied. ...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
We derive the approximate results for the bias and mean squared error of a large class of estimators...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
This paper studies an alternative bias correction for the M-estimator, which is obtained by correcti...
Central moments and cumulants are often employed to characterize the distribution of data. The skewn...
Kinal (1980) showed that k-class estimators for which k < 1 possess all necessary higher moments. A ...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
We derive explicit expressions for the correlation coefficients between the sample mean and the samp...
We reconsider the derivation of Blest’s (2003) skewness adjusted version of the classical moment-bas...
We derive the approximate results for two standardized measures of deviation from normality, namely,...
This study investigates the performance of higher order moments, realised from the model-free Bakshi...
Noise is an unavoidable part of most measurements which can hinder a correct in-terpretation of the ...
<p>Comparison between the main statistics of the ‘objective’ experimental distributions and the ‘sub...
In an effort to improve the small sample properties of generalized method of moments (GMM) estimator...