Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure

DOI10.1016/J.JMVA.2010.04.014MaRDI QIDQ990886zbMATH OpenOpenAlexFDO

Authors Daniel Peña, Júlia Viladomat, Francisco Javier Prieto

Publication date 1 September 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2010.04.014

zbMATH Keywords

cluster analysisdimension reductionprojection pursuitmultivariate kurtosisFisher subspacekurtosis matrix

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites work

• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
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• scientific article; zbMATH DE number 512575 (Why is no real title available?)
• scientific article; zbMATH DE number 775112 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Asymptotic inference for eigenvectors
• Classification into two Multivariate Normal Distributions with Different Covariance Matrices
• Cluster Identification Using Projections
• Descriptive statistics for multivariate distributions
• Exploratory Projection Pursuit
• Matrix derivatives with an application to an adaptive linear decision problem
• Measures of multivariate skewness and kurtosis with applications
• Multivariate skewness and kurtosis measures with an application in ICA
• Projection pursuit
• What is Projection Pursuit?

Cited in

(18)

• Clustering via finite nonparametric ICA mixture models
• On the usage of joint diagonalization in multivariate statistics
• Independent component analysis: a statistical perspective
• A note on the fourth cumulant of a finite mixture distribution
• Invariant co-ordinate selection (with discussion)
• Skewness-based projection pursuit: a computational approach
• Fourth moments and independent component analysis
• Kurtosis maximization for outlier detection in GARCH models
• Kurtosis removal for data pre-processing
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
• An automated robust algorithm for clustering multivariate data
• The use of a common location measure in the invariant coordinate selection and projection pursuit
• The relationship between shape parameters and kurtosis in some relevant models
• Independent component analysis for tensor-valued data
• A new kurtosis matrix, with statistical applications
• The kurtosis coefficient and the linear discriminant function
• Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues

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