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| 003 | ZW-GwMSU | ||
| 005 | 20240322103230.0 | ||
| 008 | 240322b |||||||| |||| 00| 0 eng d | ||
| 022 | _a02664666 | ||
| 040 |
_aMSU _bEnglish _cMSU _erda |
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| 050 | 0 | 0 | _aHB02664666 |
| 100 | 1 |
_aBao, Yong _eauthor |
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| 245 | 1 | 0 |
_aFinite-sample moments of the coefficient of variation _ccreated by Yong Bao |
| 264 | 1 |
_aCambridge: _bCambridge University Press, _c2009. |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aEconometric theory _vVolume 25, number 1 |
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| 520 | 3 | _aWe 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. | |
| 650 | _aEstimation theory | ||
| 856 | _uhttps://doi.org/10.1017/S0266466608090555 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c164513 _d164513 |
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