Esti_Kurt_MRSz {MultiStatM} | R Documentation |
Estimation of Mori, Rohatgi, Szekely (CMRSz's) kurtosis matrix
Esti_Kurt_MRSz(x)
x |
A matrix of multivariate data |
MRSz.Kurtosis
The kurtosis matrix
p.value
The p-value for the hypothesis of symmetry under the
Gaussian assumption
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Example 6.9
Other Indexes:
Esti_Kurt_Mardia()
,
Esti_Kurt_Total()
,
Esti_Skew_MRSz()
,
Esti_Skew_Mardia()