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

DOI10.1016/j.jmva.2010.04.014zbMath1203.62114MaRDI QIDQ990886

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

zbMATH Keywords

dimension reduction; cluster analysis; projection pursuit; multivariate kurtosis; Fisher subspace; kurtosis matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

15A18: Eigenvalues, singular values, and eigenvectors

Related Items

Kurtosis Maximization for Outlier Detection in GARCH Models, The relationship between shape parameters and kurtosis in some relevant models, Kurtosis removal for data pre-processing, An automated robust algorithm for clustering multivariate data, Invariant Co-Ordinate Selection, Fourth moments and independent component analysis, The use of a common location measure in the invariant coordinate selection and projection pursuit, A new kurtosis matrix, with statistical applications, A note on the fourth cumulant of a finite mixture distribution, Skewness-based projection pursuit: a computational approach, Independent component analysis for tensor-valued data, On the usage of joint diagonalization in multivariate statistics, Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit, Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection, Clustering via finite nonparametric ICA mixture models

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