Pages that link to "Item:Q957316"

The following pages link to Multivariate skewness and kurtosis measures with an application in ICA (Q957316):

Displaying 39 items.

• Fourth moments and independent component analysis (Q254467) (← links)
• Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions'' by A. Azzalini, R. Browne, M. Genton, and P. McNicholas (Q297127) (← links)
• A new kurtosis matrix, with statistical applications (Q332626) (← links)
• Multivariate truncated moments (Q391583) (← links)
• A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
• Tests for multivariate normality based on canonical correlations (Q520396) (← links)
• Spectral analysis of the fourth moment matrix (Q551307) (← links)
• Random orthogonal matrix simulation (Q627948) (← links)
• Multivariate measures of skewness for the skew-normal distribution (Q643295) (← links)
• Concise formulae for the cumulant matrices of a random vector (Q745206) (← links)
• Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (Q990886) (← links)
• Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
• Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
• A moment method for the multivariate asymmetric Laplace distribution (Q1950778) (← links)
• Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
• On multivariate skewness and kurtosis (Q2051011) (← links)
• Multivariate normality test based on kurtosis with two-step monotone missing data (Q2062776) (← links)
• An overview of skew distributions in model-based clustering (Q2062796) (← links)
• Targeting Kollo skewness with random orthogonal matrix simulation (Q2078004) (← links)
• A new distance based measure of asymmetry (Q2101469) (← links)
• Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
• Kurtosis test of modality for rotationally symmetric distributions on hyperspheres (Q2181718) (← links)
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
• Some remarks on Koziol's kurtosis (Q2293396) (← links)
• Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework (Q2320910) (← links)
• Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness (Q2657194) (← links)
• Flexible asymmetric multivariate distributions based on two-piece univariate distributions (Q2679232) (← links)
• Polynomial stochastic dynamical indicators (Q2688277) (← links)
• Flexible Modelling via Multivariate Skew Distributions (Q3305485) (← links)
• On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution (Q3622063) (← links)
• On a multivariate regression model for rates and proportions (Q5036556) (← links)
• Estimating Higher-Order Moments Using Symmetric Tensor Decomposition (Q5146702) (← links)
• Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution (Q5160285) (← links)
• HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
• <i>K</i>-combined random fields: Basic properties and stochastic orderings (Q5875232) (← links)
• The relationship between shape parameters and kurtosis in some relevant models (Q6080785) (← links)
• Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data (Q6138719) (← links)
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions (Q6183688) (← links)
• The skewness of mean-variance normal mixtures (Q6183690) (← links)