Linear transformations to symmetry
Nicola Loperfido ()
Journal of Multivariate Analysis, 2014, vol. 129, issue C, 186-192
We obtain random vectors with null third-order cumulants by projecting the data onto appropriate subspaces. Statistical applications include, but are not limited to, the robustification of Hotelling’s T2 test against nonnormality. Our approach only requires the existence of the third-order moments and leads to normal transformed variables when the parent distribution belongs to well-known classes of sample selection models.
Keywords: Finite mixture; Multivariate analysis of variance; Nonrandom sampling; Singular value decomposition; Symmetrization (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:129:y:2014:i:c:p:186-192
Ordering information: This journal article can be ordered from
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Journal of Multivariate Analysis is currently edited by de Leeuw, J.
More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Nithya Sathishkumar ().