DOI: 10.1002/qre.70361 ISSN: 0748-8017
The Variances of Third and Fourth Moment Estimators
Saeed Maghsoodloo, Daniel F. Silva ABSTRACT
This article is the sequel to
https://doi.org/10.1002/qre.70038
where the author developed the third and fourth moment unbiased estimators from any underlying distribution under the simplest static statistical model,
x
i
=
μ
+ ε
i
, for sample sizes
n
≥ 4. The objective now is to obtain the exact variance of the third moment unbiased estimator and to approximate that of the fourth moment.