Vector-valued skewness for model-based clustering

DOI10.1016/J.SPL.2015.01.018MaRDI QIDQ2344893zbMATH OpenOpenAlexFDO

Authors Nicola M. R. Loperfido

Publication date 18 May 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.018

zbMATH Keywords

projection pursuitlinear discriminant functiontwo-component mixtureinvariant co-ordinate selectionproportional covariance

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• scientific article; zbMATH DE number 3837190 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 512575 (Why is no real title available?)
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• A multivariate skew-GARCH model
• Characteristics of multivariate distributions and the invariant coordinate system
• Cluster Identification Using Projections
• Invariant co-ordinate selection (with discussion)
• Linear transformations to symmetry
• Multivariate models and the first four moments
• On invariant coordinate system (ICS) functionals
• On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion
• Principal points
• Projection pursuit
• Self-consistency and a generalized principal subspace theorem
• Skewness and the linear discriminant function
• The kurtosis coefficient and the linear discriminant function

Cited in

(9)

• Finite mixtures, projection pursuit and tensor rank: a triangulation
• Kurtosis maximization for outlier detection in GARCH models
• Third cumulant for multivariate aggregate claim models
• Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
• Skewness and the linear discriminant function
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• The skewness of mean-variance normal mixtures
• Skewness-based projection pursuit: a computational approach
• Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit

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