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The Existence of Moments of k-Class Estimators
Econometrica, 1980For the regression equation C = A,B + e where A is a p x q stochastic matrix whose elements are independently distributed and contemporaneously correlated with the elements of 8, the lth moment of the least squares estimator of (3 exists if and only if l < p - q + 1.
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Estimation error and partial moments
International Review of Financial Analysis, 2023David Nawrocki, Fred Viole
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Even Point Estimation and Moment Estimation in Hermite Distribution
Biometrics, 1976Properties of newly proposed even point estimators, moment estimators, and zeroth frequency and the mean estimators of the parameters a and b of the Hermite distribution with probability generating function G(t) = Exp [a(t 1) + b(t2 -1)] are studied and their joint asymptotic efficiencies are compared over parameter space of interest.
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A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)
Electronic Journal of Statistics, 2021Lihu Xu
exaly
Extremum Estimators and Method-of-Moments Estimators
1996LSE and IVE are rare cases where the estimators are written in closed forms. Often estimators are defined implicitly by $$ {b_N} \equiv \arg {\max _{b \in B}}{Q_N}\left( b \right), $$ (1.1) where B is a parameter space and $$ {Q_N}\left( b \right) \equiv \left( {1/N} \right)\sum\limits_i {q\left( {{x_i},{y_i},b} \right) = \left( {1/N ...
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Influence functions for the moment estimators
2010Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is examined, and then the influence functions for mean and variance are given. The influence functions for skewness and kurtosis are examined for both asymmetrical and symmetrical ...
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Unbiased Estimation of Moment Polynomials
Theory of Probability & Its Applications, 1976Kordonskij, Kh. B., Rozenblit, P. Ya.
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