Sex limited inheritance refers to the inheritance of traits that are expressed only in either the male or the female offspring due to their expression being influenced by differences in the anatomy of males and females. For example if a trait is displayed in organs present only in males, even though a female also inherits the gene, it would not show in her.
Sex influenced inheritance is the difference in display of traits due to a differing biological environments as males and females like the presence of specific sex hormones. For example, the genes that result in baldness may be present in both males as well as in females but are more likely to be expressed in males as a result of the male sex hormones.
Sex linked inheritance is traits carried in either the X or the Y chromosome. A trait that is due to genes present on the X chromosome is more likely to be expressed in males as they have only one X chromosome. The presence of two X chromosomes in females can suppress its expression when one of them has the genes for the trait and the other does not. X linked traits fall under many categories like recessive, dominant and co-dominant which influence their expression in members of both the sexes. A trait due to a gene in the Y chromosome will only show in males and not in females.