SampleVarianceSkewKurt

Provides the estimated covariance matrices of the data-estimated skewness and kurtosis
vectors.

Algorithms to build set partitions and commutator matrices and their use in the
construction of multivariate d-Hermite polynomials;  estimation and derivation of theoretical  vector moments and vector
cumulants  of multivariate distributions; conversion formulae for multivariate moments and cumulants. Applications to
estimation and derivation of multivariate measures of skewness and kurtosis;  estimation and derivation of asymptotic
covariances for d-variate Hermite polynomials, multivariate moments and cumulants and measures of skewness and kurtosis.
The formulae implemented are discussed in Terdik (2021, ISBN:9783030813925), "Multivariate Statistical Methods".

Emanuele Taufer

MultiStatM

Multivariate Statistical Methods

Gyorgy Terdik

SampleVarianceSkewKurt function

<dl><dt>X</dt>
<dd>A matrix of d-variate data</dd></dl>

Arguments

Estimated Variance of  skewness and kurtosis vectors — SampleVarianceSkewKurt

<dl>

<dt>X</dt>
<dd>A matrix of d-variate data</dd>

</dl>

SampleVarianceSkewKurt: Estimated Variance of skewness and kurtosis vectors

Description

Usage

Value

Arguments

References