VarianceKurt {MultiStatM}

Asymptotic Variance of the estimated kurtosis vector

Description

Warning: the function requires 8! computations, for d>3, the timing required maybe large.

Usage

VarianceKurt(cum)

Arguments

cum

The theoretical/estimated cumulants up to the 8th order 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 (6.26)

See Also

Other Estimation: SampleEVSK(), SampleKurt(), SampleMomCum(), SampleSkew(), VarianceSkew()