Nearly unbiased estimation of sample skewness

DOI10.1016/J.ECONLET.2020.109174zbMath1442.91088OpenAlexW3019835650MaRDI QIDQ777703

Yifan Li

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/nearly-unbiased-estimation-of-sample-skewness(67aef15c-706e-4a46-b846-301bb20c5862).html

zbMATH Keywords

biasskewnessreturn predictability

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Correcting the bias of the sample cross‐covariance estimator ⋮ A simple nearly unbiased estimator of cross‐covariances

Cites Work

• Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
• Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean

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