Spectral analysis of the fourth moment matrix
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Publication:551307
DOI10.1016/j.laa.2011.03.053zbMath1222.15015OpenAlexW2002276754MaRDI QIDQ551307
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
eigenvalueeigenvectorsexchangeabilitysymmetric matrixfourth momentskew-symmetric matrixpositive semidefinite matrixcommutation matrix
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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