MultiStatM (version 2.0.0)

SampleEVSK: Estimation of multivariate Mean, Variance, T-Skewness and T-Kurtosis vectors

Description

Provides estimates of mean, variance, skewness and kurtosis vectors for d-variate data

Usage

SampleEVSK(X)

Value

The list of the estimated mean, variance, skewness and kurtosis vectors

Arguments

X

d-variate data vector

References

Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021, Sections 6.4.1 and 6.5.1

See Also

Other Estimation: SampleKurt(), SampleMomCum(), SampleSkew(), VarianceKurt(), VarianceSkew()

Examples

x<- MASS::mvrnorm(100,rep(0,3), 3*diag(rep(1,3)))
EVSK<-SampleEVSK(x)
names(EVSK)
EVSK$estSkew