kurtosis.student

This function computes the kurtosis of a multivariate distribution and estimates the kurtosis parameter for the t-distribution using the method of moments.

multivariate

Routines to perform estimation and inference under the multivariate
t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies
are implemented: multivariate mean and covariance estimation, hypothesis testing
about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation,
QQ-plots with envelopes and random variate generation.

Felipe Osorio

Estimation and Testing for the Multivariate t-Distribution

kurtosis.student function

<dl> <dt>x</dt>
<dd>vector or matrix of data with, say, p columns.</dd></dl>

Arguments

Mardia's multivariate kurtosis coefficient — kurtosis.student

<dl>

 <dt>x</dt>
<dd>vector or matrix of data with, say, p columns.</dd>

</dl>

kurtosis.student: Mardia's multivariate kurtosis coefficient

Description

Usage

Value

Arguments

References

Examples