Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
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Publication:2237824
DOI10.1016/j.jmva.2021.104809zbMath1476.62140OpenAlexW3195779332MaRDI QIDQ2237824
Publication date: 28 October 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104809
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)
Related Items (4)
Numerical Considerations and a new implementation for invariant coordinate selection ⋮ The relationship between shape parameters and kurtosis in some relevant models ⋮ The skewness of mean-variance normal mixtures ⋮ On the usage of joint diagonalization in multivariate statistics
Uses Software
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