Pages that link to "Item:Q5378911"
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The following pages link to Multivariate Models and the First Four Moments (Q5378911):
Displaying 9 items.
- Characteristics of multivariate distributions and the invariant coordinate system (Q613173) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
- Blind source separation for compositional time series (Q2238080) (← links)
- Vector-valued skewness for model-based clustering (Q2344893) (← links)
- Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace (Q5141231) (← links)
- Numerical Considerations and a new implementation for invariant coordinate selection (Q5885834) (← links)
- The skewness of mean-variance normal mixtures (Q6183690) (← links)
