Multivariate skewness and kurtosis measures with an application in ICA
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Publication:957316
DOI10.1016/j.jmva.2008.02.033zbMath1294.62021OpenAlexW2059891554MaRDI QIDQ957316
Publication date: 27 November 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.033
independent component analysismultivariate skewnessmultivariate kurtosismultivariate momentsmultivariate cumulants
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Uses Software
Cites Work
- Shortcomings of generalized affine invariant skewness measures
- Matrix derivatives with an application to an adaptive linear decision problem
- A treatment of multivariate skewness, kurtosis, and related statistics.
- Estimation and Testing of Parameters in Multivariate Laplace Distribution
- The multivariate skew-normal distribution
- Multivariate T-Distributions and Their Applications
- Measures of multivariate skewness and kurtosis with applications
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