A note on the fourth cumulant of a finite mixture distribution

DOI10.1016/j.jmva.2013.09.007zbMath1278.62075OpenAlexW2014753742MaRDI QIDQ391952

Nicola M. R. Loperfido

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.09.007

zbMATH Keywords

kurtosiscluster analysisfinite mixture modeltensor rankcovariance testinggeneralized skew-normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Multilinear algebra, tensor calculus (15A69)

Related Items (4)

Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ Linear transformations to symmetry ⋮ Concise formulae for the cumulant matrices of a random vector ⋮ Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions

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