Concise formulae for the cumulant matrices of a random vector

DOI10.1016/J.LAA.2015.07.027MaRDI QIDQ745206zbMATH OpenOpenAlexFDO

Authors Hanany Ould-Baba, Vincent Robin, Jérôme Antoni

Publication date 13 October 2015

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2015.07.027

zbMATH Keywords

commutation matrixcumulant matrixcumulantsindependent component analysismoment matrix of a Gaussian vectormomentsrank of cumulant matrices

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

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Cited in

(1)

• scientific article; zbMATH DE number 4066023 (Why is no real title available?)

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