Esti_Skew_Variance_Th {MultiStatM} | R Documentation |
Asymptotic Variance of the estimated skewness vector
Esti_Skew_Variance_Th(cum)
cum |
The theoretical/estimated cumulants up to order 6 in vector form |
The matrix of theoretical/estimated variance
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021. Ch.6, formula (6.13)
Other Estimation:
Esti_EVSK()
,
Esti_Kurt_Variance_Th()
,
Esti_MMom_MCum()
,
Esti_Skew_Mardia()
alpha<-c(10,5)
omega<-diag(rep(1,2))
MC <- distr_SkewNorm_MomCum_Th(r = 6,omega,alpha)
cum <- MC$CumX
VS <- Esti_Skew_Variance_Th(cum)