Comments on “Unbiased estimates for moments and cumulants in linear regression”

In a recent number of the Journal of Statistical Planning and Inference, a short communication by Withers and Nadarajah (2011) on the unbiased estimation of the moments and cumulants for linear regression models was published. However, some of the results presented in this paper, as well as those closely related, were partially obtained in other works, which were not referenced or were referenced in other contexts. In addition, the consistency of the derived estimates was not studied. The aim of these short comments is to briefly present these results, as well as some omitted works, in order to give larger representation of the state of art in this field.