Unbiased estimation of central moments by using U-statistics

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 59, Issue 4, 1997, Pages 861-863

  Heffernan, Peter M ^a  

^a UNIVERSITY OF CANTERBURY   (New Zealand)

Author keywords

Moments; Nonparametric estimation; Point estimation; Regular statistical functional; U statistics; Unbiased estimation

Indexed keywords

EID: 0008735392     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00102     Document Type: Article

References (6)

1. Fisher, R. A. (1929) Moments and product moments of sampling distributions. Proc. Lond. Math. Soc. Ser. 2, 30, 199-238.
2. _(1950) Contributions to Mathematical Statistics. New York: Wiley.
3. Halmos, P. R. (1946) The theory of unbiased estimation. Ann. Math. Statist., 17, 34-43.
4. James, G. S. (1958) On moments and cumulants of systems of statistics. Sankhya, 20, 1-30.
5. Lee, A. J. (1990) U-statistics: Theory and Practice. New York: Dekker.
6. Stuart, A. and Ord, J. K. (1987) Kendall's Advanced Theory of Statistics. New York: Oxford University Press.