How many moments can be estimated from a large sample?
AbstractUnder 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 55 (2001)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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