How many moments can be estimated from a large sample?

Abram Kagan and Sergei Nagaev

Statistics & Probability Letters, 2001, vol. 55, issue 1, 99-105

Abstract: Under general conditions on a population, it is proved that the number of population moments that can be simultaneously consistently estimated by the corresponding sample moments in a large sample of size n is roughly (log n)/(2 loglog n) and this order is rather sharp.

Keywords: Large; sample; Moments; Consistency (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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