Esti_Variance_Skew_Kurt {MultiStatM} | R Documentation |
Provides the estimated covariance matrices of the data-estimated skewness and kurtosis vectors.
Esti_Variance_Skew_Kurt(X)
X |
A matrix of d-variate data |
The list of covariance matrices of the skewness and kurtosis vectors
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021.