Finite Sample Moments of the Coefficient of Variation

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

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Year of publication:	2016
Authors:	Bao, Yong
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Stichprobenerhebung \| Sampling \| Momentenmethode \| Method of moments
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Econometric Theory, Vol. 25, No. 1, 2009, DOI: 10.1017/S0266466608090555 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 25, 2009 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

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