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Algebraic bounds on standardized sample moments

Author

Listed:
  • Dalén, Jörgen
Abstract
Best possible bounds are given for standardized sample (or finite population) moments and absolute moments of arbitrary order, generalizing those given by Cramer (1945) and Kirby (1974) on sample skewness and kurtosis.

Suggested Citation

  • Dalén, Jörgen, 1987. "Algebraic bounds on standardized sample moments," Statistics & Probability Letters, Elsevier, vol. 5(5), pages 329-331, August.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:5:p:329-331
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    Citations

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    Cited by:

    1. Ximing Wu & Thanasis Stengos, 2005. "Partially adaptive estimation via the maximum entropy densities," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 352-366, December.
    2. Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Discussion Paper Series 2024_02, Department of Economics, University of Macedonia, revised Feb 2024.
    3. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
    4. Kylie-Anne Richards & Gareth W. Peters & William Dunsmuir, 2012. "Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets," Papers 1210.7215, arXiv.org, revised Apr 2015.
    5. Wu, Ximing & Perloff, Jeffrey M., 2007. "Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6bm6n30x, Department of Agricultural & Resource Economics, UC Berkeley.
    6. Wu, Ximing & Perloff, Jeffrey M., 2005. "GMM Estimation of a Maximum Distribution With Interval Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7jf5w1ht, Department of Agricultural & Resource Economics, UC Berkeley.
    7. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
    8. Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008. "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Post-Print halshs-00336475, HAL.

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