Singular value decomposition of the third multivariate moment

DOI10.1016/J.LAA.2014.05.043MaRDI QIDQ2341887zbMATH OpenOpenAlexFDO

Authors Nicola M. R. Loperfido

Publication date 6 May 2015

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.05.043

zbMATH Keywords

exchangeable processlinear processmultivariate skewnessreversible processsingular value decomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Exchangeability for stochastic processes (60G09) Stationary stochastic processes (60G10) Processes with independent increments; Lévy processes (60G51)

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Cited in

(21)

• Skewness-based projection pursuit: a computational approach
• On the moment generating function for random vectors via inverse survival function
• Finite mixtures, projection pursuit and tensor rank: a triangulation
• New insights on the multivariate skew exponential power distribution
• A new kurtosis matrix, with statistical applications
• Third cumulant for multivariate aggregate claim models
• Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data
• The skewness of mean-variance normal mixtures
• Numerical range for weighted Moore-Penrose inverse of tensor
• Stochastic orders on the univariate unified skew normal family of distributions
• On a Stahel-Donoho estimator with skewness-based random projection directions.
• Optimal portfolio projections for skew-elliptically distributed portfolio returns
• Recovering imbalanced clusters via gradient-based projection pursuit
• Cover it up! Bipartite graphs uncover identifiability in sparse factor analysis
• Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-student distributions
• Unsupervised linear discrimination using skewness
• Star products and dimension reduction
• Tensor eigenvectors for projection pursuit
• Matrix reshaping for statistics
• The method of moments for multivariate random sums in the Poisson-Skew-Normal case
• Concise formulae for the cumulant matrices of a random vector

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