VarianceKurt: Asymptotic Variance of the estimated kurtosis vector
In MultiStatM: Multivariate Statistical Methods
VarianceKurt 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
VarianceKurt(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:
SampleEVSK(),
SampleKurt(),
SampleMomCum(),
SampleSkew(),
VarianceSkew()
MultiStatM documentation built on Jan. 25, 2026, 5:06 p.m.
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| VarianceKurt | 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
VarianceKurt(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:
SampleEVSK(),
SampleKurt(),
SampleMomCum(),
SampleSkew(),
VarianceSkew()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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