MultiStatM: Multivariate Statistical Methods
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".
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