Concise formulae for the cumulant matrices of a random vector

DOI10.1016/j.laa.2015.07.027zbMath1329.60017OpenAlexW1467263928MaRDI QIDQ745206

Jérôme Antoni, Hanany Ould-Baba, Vincent Robin

Publication date: 13 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.laa.2015.07.027

zbMATH Keywords

momentscumulantsindependent component analysiscommutation matrixcumulant matrixmoment matrix of a Gaussian vectorrank of cumulant matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

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