Esti_Kurt_Variance_Th {MultiStatM} | R Documentation |
Warning: the function requires 8! computations, for d>3, the timing required maybe large.
Esti_Kurt_Variance_Th(cum)
cum |
The theoretical/estimated cumulants up to the 8th order in vector form |
The matrix of theoretical/estimated variance
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Ch. 6, formula (6.26)
Other Estimation:
Esti_EVSK()
,
Esti_MMom_MCum()
,
Esti_Skew_Mardia()
,
Esti_Skew_Variance_Th()