scientific article; zbMATH DE number 5769398

MaRDI QIDQ3580295zbMATH OpenFDO

Authors James R. Schott

Publication date 12 August 2010

zbMATH Keywords

covariance matriceselliptical distributionsrobust tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Unbiased estimation of fourth-order matrix moments
• Spectral analysis of the fourth moment matrix
• Fourth moments and independent component analysis
• Fourth order pseudo maximum likelihood methods
• Inference for the fourth-order innovation cumulant in linear time series
• Fourth-order properties of normally distributed random matrices
• Third and fourth moment matrices of vec X' in multivariate analysis
• Matrix inference and estimation in multi-layer models*

Cited in

(4)

• Inference for the fourth-order innovation cumulant in linear time series
• A new kurtosis matrix, with statistical applications
• Spectral analysis of the fourth moment matrix
• Kurtosis removal for data pre-processing

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580295)