Characteristics of multivariate distributions and the invariant coordinate system
DOI10.1016/J.SPL.2010.08.010zbMATH Open1202.62068OpenAlexW2065697425WikidataQ57583455 ScholiaQ57583455MaRDI QIDQ613173FDOQ613173
Hannu Oja, Jaakko Nevalainen, Pauliina Ilmonen
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.010
Recommendations
- Invariant co-ordinate selection (with discussion)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- On invariant coordinate system (ICS) functionals
- Multivariate skewness and kurtosis measures with an application in ICA
- Multivariate models and the first four moments
asymptotic normalityindependent components analysismultivariate skewnessinvariant coordinate selectionmultivariate kurtosis
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cites Work
- Invariant co-ordinate selection (with discussion)
- Signed-rank tests for location in the symmetric independent component model
- Tests of multinormality based on location vectors and scatter matrices
- Measures of multivariate skewness and kurtosis with applications
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Affine-invariant rank tests for multivariate independence in independent component models
- Title not available (Why is that?)
- Multivariate Models and the First Four Moments
Cited In (15)
- Fourth moments and independent component analysis
- Independent component analysis via nonparametric maximum likelihood estimation
- Multivariate skewness and kurtosis measures with an application in ICA
- Sampling properties of color independent component analysis
- Independent component analysis for tensor-valued data
- Statistical properties of a blind source separation estimator for stationary time series
- Invariance and independence in multivariate distribution theory
- Separation of uncorrelated stationary time series using autocovariance matrices
- On the usage of joint diagonalization in multivariate statistics
- Vector-valued skewness for model-based clustering
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models
- On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
- Supervised invariant coordinate selection
- Independent component analysis: a statistical perspective
This page was built for publication: Characteristics of multivariate distributions and the invariant coordinate system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613173)
