학술논문
Investigation of the statistical properties of estimates for mixed cumulants of higher orders.
Document Type
Journal
Author
Trush, N. N. (BE-BEL) AMS Author Profile; Markovskaya, N. V. (BE-BEL) AMS Author Profile
Source
Subject
62 Statistics -- 62G Nonparametric inference
62G05Estimation
62G05
Language
English
Russian
Russian
Abstract
The authors derive estimators for mixed cumulants of higher orders and study their properties. Mathematical expectations, variances, and covariances of the estimators are calculated. It is shown that the estimators are asymptotically unbiased and consistent.