VarianceSkew: Asymptotic Variance of the estimated skewness vector
In MultiStatM: Multivariate Statistical Methods
VarianceSkew R Documentation
Asymptotic Variance of the estimated skewness vector
Description
Asymptotic Variance of the estimated skewness vector
Usage
VarianceSkew(cum)
Arguments
cum
The theoretical/estimated cumulants up to order 6 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 (6.13)
See Also
Other Estimation:
SampleEVSK(),
SampleKurt(),
SampleMomCum(),
SampleSkew(),
VarianceKurt()
Examples
alpha<-c(10,5)
omega<-diag(rep(1,2))
MC <- MomCumSkewNorm(r = 6,omega,alpha)
cum <- MC$CumX
VS <- VarianceSkew(cum)
MultiStatM documentation built on Sept. 11, 2024, 6:01 p.m.
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| VarianceSkew | R Documentation |
Asymptotic Variance of the estimated skewness vector
Description
Asymptotic Variance of the estimated skewness vector
Usage
VarianceSkew(cum)
Arguments
cum |
The theoretical/estimated cumulants up to order 6 in vector form |
Value
The matrix of theoretical/estimated variance
References
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021. Ch.6, formula (6.13)
See Also
Other Estimation:
SampleEVSK(),
SampleKurt(),
SampleMomCum(),
SampleSkew(),
VarianceKurt()
Examples
alpha<-c(10,5)
omega<-diag(rep(1,2))
MC <- MomCumSkewNorm(r = 6,omega,alpha)
cum <- MC$CumX
VS <- VarianceSkew(cum)
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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