SampleVarianceSkewKurt {MultiStatM}R Documentation

Estimated Variance of skewness and kurtosis vectors

Description

Provides the estimated covariance matrices of the data-estimated skewness and kurtosis vectors.

Usage

SampleVarianceSkewKurt(X)

Arguments

X

A matrix of d-variate data

Value

The list of covariance matrices of the skewness and kurtosis vectors

References

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


[Package MultiStatM version 2.0.0 Index]