Esti_Skew_MRSz {MultiStatM}

Estimation of Mori, Rohatgi, Szekely (MRSz's) skewness vector

Description

Estimation of Mori, Rohatgi, Szekely (MRSz's) skewness vector

Usage

Esti_Skew_MRSz(x)

Arguments

x

A matrix of multivariate data

Value

MRSz.Skewness.Vector The skewness vector

MRSz.Skewness.Index The skewness index

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 6.2

S. R. Jammalamadaka, E. Taufer, Gy. Terdik. On multivariate skewness and kurtosis. Sankhya A, 83(2), 607-644

See Also

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