Characteristics of multivariate distributions and the invariant coordinate system

DOI10.1016/j.spl.2010.08.010zbMath1202.62068OpenAlexW2065697425WikidataQ57583455 ScholiaQ57583455MaRDI QIDQ613173

Hannu Oja, Jaakko Nevalainen, Pauliina Ilmonen

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.010

zbMATH Keywords

asymptotic normalitymultivariate skewnessinvariant coordinate selectionmultivariate kurtosisindependent components analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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