Concise formulae for the cumulant matrices of a random vector
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Publication:745206
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
momentscumulantsindependent component analysiscommutation matrixcumulant matrixmoment matrix of a Gaussian vectorrank of cumulant matrices
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)
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