Esti_Kurt_MRSz {MultiStatM}

Estimation of Mori, Rohatgi, Szekely (CMRSz's) kurtosis matrix

Description

Estimation of Mori, Rohatgi, Szekely (CMRSz's) kurtosis matrix

Usage

Esti_Kurt_MRSz(x)

Arguments

x

A matrix of multivariate data

Value

MRSz.Kurtosis The kurtosis matrix

p.value The p-value for the hypothesis of symmetry under the Gaussian assumption

References

Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Example 6.9

See Also

Other Indexes: Esti_Kurt_Mardia(), Esti_Kurt_Total(), Esti_Skew_MRSz(), Esti_Skew_Mardia()