Characteristics of multivariate distributions and the invariant coordinate system

DOI10.1016/J.SPL.2010.08.010MaRDI QIDQ613173zbMATH OpenOpenAlexWikidataFDO

Authors Pauliina Ilmonen, Jaakko Nevalainen, Hannu Oja

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

zbMATH Keywords

asymptotic normalityindependent components analysismultivariate skewnessinvariant coordinate selectionmultivariate kurtosis

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 1406073 (Why is no real title available?)
• Affine-invariant rank tests for multivariate independence in independent component models
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• Invariant co-ordinate selection (with discussion)
• Measures of multivariate skewness and kurtosis with applications
• Multivariate models and the first four moments
• Signed-rank tests for location in the symmetric independent component model
• Tests of multinormality based on location vectors and scatter matrices

Cited in

(18)

• Semiparametrically efficient inference based on signed ranks in symmetric independent component models
• Multivariate models and the first four moments
• On the usage of joint diagonalization in multivariate statistics
• Independent component analysis via nonparametric maximum likelihood estimation
• Independent component analysis: a statistical perspective
• On invariant coordinate system (ICS) functionals
• Invariant co-ordinate selection (with discussion)
• Separation of uncorrelated stationary time series using autocovariance matrices
• Supervised invariant coordinate selection
• Fourth moments and independent component analysis
• On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
• Multivariate skewness and kurtosis measures with an application in ICA
• Sampling properties of color independent component analysis
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• Vector-valued skewness for model-based clustering
• Invariance and independence in multivariate distribution theory
• Independent component analysis for tensor-valued data
• Statistical properties of a blind source separation estimator for stationary time series

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