Asymptotic theory for statistics based on cumulant vectors with applications
نویسندگان
چکیده
For any given multivariate distribution, explicit formulae for the asymptotic covariances of cumulant vectors third and fourth order are provided here. General expressions cumulants elliptically symmetric distributions also provided. Utilizing these one can extend several results currently available in literature, as well obtain practically useful terms population cumulants, computational commutator matrices. Results both asymmetric distributions, when required moments exist. New measures skewness kurtosis based on distinct elements discussed, other applications to independent component analysis testing considered.
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2021
ISSN: ['0303-6898', '1467-9469']
DOI: https://doi.org/10.1111/sjos.12521