On invariant coordinate system (ICS) functionals

DOI10.1111/J.1751-5823.2011.00163.XMaRDI QIDQ5383219zbMATH OpenOpenAlexFDO

Authors Pauliina Ilmonen, Hannu Oja, Robert J. Serfling

Publication date 20 June 2019

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2011.00163.x

zbMATH Keywords

invariant coordinate system functionalsmultivariate analysisnonparametric methods

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

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Cited in

(23)

• Koordinatensystem-invariante Ausgleichskegelschnitte
• Independent component analysis for tensor-valued data
• On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
• On the usage of joint diagonalization in multivariate statistics
• On weakly equivariant estimators
• Modeling temporally uncorrelated components of complex-valued stationary processes
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• Independent component analysis for multivariate functional data
• Vector-valued skewness for model-based clustering
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• JADE for Tensor-Valued Observations
• Numerical Considerations and a new implementation for invariant coordinate selection
• Characteristics of multivariate distributions and the invariant coordinate system
• The skewness of mean-variance normal mixtures
• Novel whitening approaches in functional settings
• Large-sample properties of non-stationary source separation for Gaussian signals
• Dimension reduction for outlier detection in high-dimensional data
• Unsupervised linear discrimination using skewness
• Star products and dimension reduction
• The asymptotic properties of the one-sample spatial rank methods
• Matrix reshaping for statistics
• Invariant co-ordinate selection (with discussion)
• New independent component analysis tools for time series

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