Spectral analysis of the fourth moment matrix

DOI10.1016/j.laa.2011.03.053zbMath1222.15015OpenAlexW2002276754MaRDI QIDQ551307

Nicola M. R. Loperfido

Publication date: 15 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.laa.2011.03.053

zbMATH Keywords

eigenvalueeigenvectorsexchangeabilitysymmetric matrixfourth momentskew-symmetric matrixpositive semidefinite matrixcommutation matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Exchangeability for stochastic processes (60G09)

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Cites Work

• A note on scale mixtures of skew normal distribution
• Multivariate skewness and kurtosis measures with an application in ICA
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• Third and fourth moment matrices of vec \(X'\) in multivariate analysis
• Moments of the complex multivariate normal distribution
• Matrix algebra for higher order moments
• Moments of skew-normal random vectors and their quadratic forms
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