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- Higher-order_statistics abstract "In statistics, the term higher-order statistics (HOS) refers to functions which use the third or higher power of a sample, as opposed to more conventional techniques of lower-order statistics, which use constant, linear, and quadratic terms (zeroth, first, and second powers). The third and higher moments, as used in the skewness and kurtosis, are examples of HOS, whereas the first and second moments, as used in the arithmetic mean, and variance are examples of low-order statistics. HOS are particularly used in estimation of shape parameters, such as skewness and kurtosis, as when measuring the deviation of a distribution from the normal distribution. On the other hand, due to the higher powers, HOS are significantly less robust than lower-order statistics.In statistical theory, one long-established approach to higher-order statistics, for univariate and multivariate distributions is through the use of cumulants and joint cumulants. In time series analysis, the extension of these is to higher order spectra, for example the bispectrum and trispectrum.An alternative to the use of HOS and higher moments is to instead uses L-moments, which are linear statistics (linear combinations of order statistics), and thus more robust than HOS.".
- Higher-order_statistics wikiPageExternalLink horbury2.pdf.
- Higher-order_statistics wikiPageExternalLink RobCum-aistats.pdf.
- Higher-order_statistics wikiPageExternalLink hos_intro.html.
- Higher-order_statistics wikiPageID "9588430".
- Higher-order_statistics wikiPageLength "1934".
- Higher-order_statistics wikiPageOutDegree "19".
- Higher-order_statistics wikiPageRevisionID "550320340".
- Higher-order_statistics wikiPageWikiLink Arithmetic_mean.
- Higher-order_statistics wikiPageWikiLink Bispectrum.
- Higher-order_statistics wikiPageWikiLink Category:Summary_statistics.
- Higher-order_statistics wikiPageWikiLink Cumulant.
- Higher-order_statistics wikiPageWikiLink Kurtosis.
- Higher-order_statistics wikiPageWikiLink L-moment.
- Higher-order_statistics wikiPageWikiLink Moment_(mathematics).
- Higher-order_statistics wikiPageWikiLink Normal_distribution.
- Higher-order_statistics wikiPageWikiLink Order_statistic.
- Higher-order_statistics wikiPageWikiLink Robust_statistics.
- Higher-order_statistics wikiPageWikiLink Sample_(statistics).
- Higher-order_statistics wikiPageWikiLink Shape_parameter.
- Higher-order_statistics wikiPageWikiLink Skewness.
- Higher-order_statistics wikiPageWikiLink Statistical_theory.
- Higher-order_statistics wikiPageWikiLink Statistics.
- Higher-order_statistics wikiPageWikiLink Time_series.
- Higher-order_statistics wikiPageWikiLink Trispectrum.
- Higher-order_statistics wikiPageWikiLink Variance.
- Higher-order_statistics wikiPageWikiLinkText "Higher-order statistics".
- Higher-order_statistics wikiPageWikiLinkText "high-order".
- Higher-order_statistics wikiPageWikiLinkText "higher order statistics".
- Higher-order_statistics wikiPageWikiLinkText "higher-order statistics".
- Higher-order_statistics wikiPageWikiLinkText "higher-order".
- Higher-order_statistics wikiPageUsesTemplate Template:Expert-subject.
- Higher-order_statistics wikiPageUsesTemplate Template:Reflist.
- Higher-order_statistics wikiPageUsesTemplate Template:Statistics-stub.
- Higher-order_statistics subject Category:Summary_statistics.
- Higher-order_statistics type Redirect.
- Higher-order_statistics comment "In statistics, the term higher-order statistics (HOS) refers to functions which use the third or higher power of a sample, as opposed to more conventional techniques of lower-order statistics, which use constant, linear, and quadratic terms (zeroth, first, and second powers). The third and higher moments, as used in the skewness and kurtosis, are examples of HOS, whereas the first and second moments, as used in the arithmetic mean, and variance are examples of low-order statistics.".
- Higher-order_statistics label "Higher-order statistics".
- Higher-order_statistics sameAs Q5757980.
- Higher-order_statistics sameAs m.02pk_yj.
- Higher-order_statistics sameAs Q5757980.
- Higher-order_statistics wasDerivedFrom Higher-order_statistics?oldid=550320340.
- Higher-order_statistics isPrimaryTopicOf Higher-order_statistics.