Computer algebra and algorithms for unbiased moment estimation of arbitrary order
نویسندگان
چکیده
منابع مشابه
Linearly Unbiased Estimation of Conditional Moment and Correlation Functions
We consider a random-design regression model with vector-valued observations and develop nonparametric estimation of smooth conditional moment functions in the predictor variable. This includes estimation of higher order mixed moments and also functionals of the moments, such as conditional covariance, correlation, variance, and skewness functions. Our asymptotic analysis targets the limit dist...
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ژورنال
عنوان ژورنال: Cogent Mathematics & Statistics
سال: 2019
ISSN: 2574-2558
DOI: 10.1080/25742558.2019.1701917