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# Method of moments (statistics)

About: Method of moments (statistics) is a research topic. Over the lifetime, 7645 publications have been published within this topic receiving 126217 citations.

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13,118 citations

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16 Oct 2003

TL;DR: Econometric Theory and Methods International Edition as mentioned in this paper provides a unified treatment of modern econometric theory and practical Econometric methods, as well as the geometrical approach to least squares is emphasized, as is the method of moments.

Abstract: Econometric Theory and Methods International Edition provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.

1,691 citations

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TL;DR: Various types of moments have been used to recognize image patterns in a number of applications and some fundamental questions are addressed, such as image-representation ability, noise sensitivity, and information redundancy.

Abstract: Various types of moments have been used to recognize image patterns in a number of applications. A number of moments are evaluated and some fundamental questions are addressed, such as image-representation ability, noise sensitivity, and information redundancy. Moments considered include regular moments, Legendre moments, Zernike moments, pseudo-Zernike moments, rotational moments, and complex moments. Properties of these moments are examined in detail and the interrelationships among them are discussed. Both theoretical and experimental results are presented. >

1,522 citations

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TL;DR: In this paper, the authors use the method of probability-weighted moments to derive estimators of the parameters and quantiles of the generalized extreme-value distribution, and investigate the properties of these estimators in large samples via asymptotic theory, and in small and moderate samples, via computer simulation.

Abstract: We use the method of probability-weighted moments to derive estimators of the parameters and quantiles of the generalized extreme-value distribution. We investigate the properties of these estimators in large samples, via asymptotic theory, and in small and moderate samples, via computer simulation. Probability-weighted moment estimators have low variance and no severe bias, and they compare favorably with estimators obtained by the methods of maximum likelihood or sextiles. The method of probability-weighted moments also yields a convenient and powerful test of whether an extreme-value distribution is of Fisher-Tippett Type I, II, or III.

1,275 citations