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]