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

DOI10.1016/J.JMVA.2010.04.014zbMATH Open1203.62114OpenAlexW2069188167MaRDI QIDQ990886FDOQ990886

Júlia Viladomat, Daniel Peña, 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

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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)

Cites Work

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• What is Projection Pursuit?
• Cluster Identification Using Projections
• A Projection Pursuit Algorithm for Exploratory Data Analysis
• Measures of multivariate skewness and kurtosis with applications
• Descriptive statistics for multivariate distributions
• Projection pursuit
• Exploratory Projection Pursuit
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• Multivariate skewness and kurtosis measures with an application in ICA
• Classification into two Multivariate Normal Distributions with Different Covariance Matrices
• Matrix derivatives with an application to an adaptive linear decision problem
• Asymptotic inference for eigenvectors

Cited In (18)

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

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