The large-sample distribution of the most fundamental of statistical summaries

DOI10.1016/j.jspi.2004.04.014zbMath1066.62024OpenAlexW2071301783MaRDI QIDQ2386152

Arthur Pewsey

Publication date: 22 August 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.04.014

zbMATH Keywords

Bias correctionMeanAsymptotic joint distributionCoefficient of kurtosisCoefficient of skewnessLarge-sample inferenceSkew-normal distributionStandard deviation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

On Sample Skewness and Kurtosis ⋮ On the limiting distribution of sample central moments ⋮ Inference for quantile measures of kurtosis, peakedness, and tail weight ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions

Cites Work

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• The skew-Cauchy distribution
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Statistical Applications of the Multivariate Skew Normal Distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A Skew Extension of the T-Distribution, with Applications
• Linear Statistical Inference and its Applications

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