Description Usage Arguments Value Author(s) References Examples
Variance-covariance of sample central moments (root-n approximation) given the vector mu with the theoretical moments of order 1 to 8. CAREFUL: the result must be divided by n (= sample size)!
1 | Sigma_fun(mu)
|
mu |
Vector of length 8 with the first 8 theoretical central moments. |
Variance-covariance matrix of the first four sample central moments (CAREFUL: a division by the sample size is further required !)
Philippe Lambert p.lambert@uliege.be
Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883.
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