Ready-to-Use Unbiased Estimators for Multivariate Cumulants Including One That Outperforms $\overline{x^3}$

Fabian Schefczik, Daniel Hägele

We present multivariate unbiased estimators for second, third, and fourth order cumulants $C_2(x,y)$, $C_3(x,y,z)$, and $C_4(x,y,z,w)$. Many relevant new estimators are derived for…