TY  - BOOK
AU  - Bao,Yong
TI  - Finite-sample moments of the coefficient of variation
SN  - 02664666
AV  - HB02664666 
PY  - 2009///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Estimation theory
N2  - We study the finite-sample bias and mean squared error, when properly defined, of the sample coefficient of variation under a general distribution. We employ a Nagar-type expansion and use moments of quadratic forms to derive the results. We find that the approximate bias depends on not only the skewness but also the kurtosis of the distribution, whereas the approximate mean squared error depends on the cumulants up to order 6
UR  - https://doi.org/10.1017/S0266466608090555
ER  -