Esti_Skew_Variance_Th {MultiStatM} | R Documentation |
Asymptotic Variance of the estimated skewness vector
Description
Asymptotic Variance of the estimated skewness vector
Usage
Esti_Skew_Variance_Th(cum)
Arguments
cum |
The theoretical/estimated cumulants up to order 6 in vector form |
Value
The matrix of theoretical/estimated variance
References
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021. Ch.6, formula (6.13)
See Also
Other Estimation:
Esti_EVSK()
,
Esti_Kurt_Variance_Th()
,
Esti_MMom_MCum()
,
Esti_Skew_Mardia()
Examples
alpha<-c(10,5)
omega<-diag(rep(1,2))
MC <- distr_SkewNorm_MomCum_Th(r = 6,omega,alpha)
cum <- MC$CumX
VS <- Esti_Skew_Variance_Th(cum)
[Package MultiStatM version 1.2.1 Index]