Question: Using expression (7.15) for Wr , show that the joint third and fourth cumulants are O(n3 / 2 ) and O(n2 ) respectively. Derive the

Using expression (7.15) for Wr

, show that the joint third and fourth cumulants are O(n−3

/

2

) and O(n−2

) respectively. Derive the mean vector and covariance matrix. Hence justify the use of the Bartlett adjustment as a multiplicative factor.

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