Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection

DOI10.1016/j.jmva.2021.104809zbMath1476.62140OpenAlexW3195779332MaRDI QIDQ2237824

Nicola M. R. Loperfido

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104809

zbMATH Keywords

symmetryexchangeabilitykurtosisreversibilitymixtures

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Numerical Considerations and a new implementation for invariant coordinate selection ⋮ The relationship between shape parameters and kurtosis in some relevant models ⋮ The skewness of mean-variance normal mixtures ⋮ On the usage of joint diagonalization in multivariate statistics

Uses Software

• ICSOutlier

Cites Work

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