Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection

Author:

Loperfido Nicola

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference53 articles.

1. Copulaesque versions of the skew-normal and skew-student distributions;Adcock;Symmetry,2021

2. Stein’s lemma for generalized skew-elliptical random vectors;Adcock;Comm. Statist. Theory Methods,2019

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5. From symmetric to asymmetric distributions: a unified approach;Arellano-Valle,2004

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1. The skewness of mean–variance normal mixtures;Journal of Multivariate Analysis;2024-01

2. The relationship between shape parameters and kurtosis in some relevant models;Journal of the Korean Statistical Society;2023-05-17

3. Numerical Considerations and a new implementation for invariant coordinate selection;SIAM Journal on Mathematics of Data Science;2023-03-10

4. On the usage of joint diagonalization in multivariate statistics;Journal of Multivariate Analysis;2022-03

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