VarianceSkew {MultiStatM}

Asymptotic Variance of the estimated skewness vector

Description

Asymptotic Variance of the estimated skewness vector

Usage

VarianceSkew(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: SampleEVSK(), SampleKurt(), SampleMomCum(), SampleSkew(), VarianceKurt()

Examples

alpha<-c(10,5)
omega<-diag(rep(1,2))
MC <- MomCumSkewNorm(r = 6,omega,alpha)
cum <- MC$CumX
VS <- VarianceSkew(cum)