Multivariate Models and the First Four Moments

DOI10.1142/9789814340564_0016zbMath1414.62171OpenAlexW2323708917WikidataQ109772939 ScholiaQ109772939MaRDI QIDQ5378911

Esa Ollila, Hannu Oja, Klaus Nordhausen

Publication date: 3 June 2019

Published in: Nonparametric Statistics and Mixture Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814340564_0016

zbMATH Keywords

skew-elliptical distributionelliptical distributionindependent components analysismultivariate skewness and kurtosis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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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 ⋮ Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ Blind source separation for compositional time series ⋮ Asymptotic and bootstrap tests for subspace dimension ⋮ On the usage of joint diagonalization in multivariate statistics ⋮ Vector-valued skewness for model-based clustering

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