Esti_Kurt_Variance_Th {MultiStatM}R Documentation

Asymptotic Variance of the estimated kurtosis vector

Description

Warning: the function requires 8! computations, for d>3, the timing required maybe large.

Usage

Esti_Kurt_Variance_Th(cum)

Arguments

cum

The theoretical/estimated cumulants up to the 8th order 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 (6.26)

See Also

Other Estimation: Esti_EVSK(), Esti_MMom_MCum(), Esti_Skew_Mardia(), Esti_Skew_Variance_Th()


[Package MultiStatM version 1.2.1 Index]