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Skewness-Based Projection Pursuit as an Eigenvector Problem in Scale Mixtures of Skew-Normal Distributions

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dc.contributor.authorMartín Arevalillo, Jorge
dc.contributor.authorNavarro Veguillas, Hilario
dc.date.accessioned2024-05-20T11:24:51Z
dc.date.available2024-05-20T11:24:51Z
dc.date.issued2021-06-03
dc.description.abstractThis paper addresses the projection pursuit problem assuming that the distribution of the input vector belongs to the flexible and wide family of multivariate scale mixtures of skew normal distributions. Under this assumption, skewness-based projection pursuit is set out as an eigenvector problem, described in terms of the third order cumulant matrix, as well as an eigenvector problem that involves the simultaneous diagonalization of the scatter matrices of the model. Both approaches lead to dominant eigenvectors proportional to the shape parametric vector, which accounts for the multivariate asymmetry of the model; they also shed light on the parametric interpretability of the invariant coordinate selection method and point out some alternatives for estimating the projection pursuit direction. The theoretical findings are further investigated through a simulation study whose results provide insights about the usefulness of skewness model-based projection pursuit in the statistical practice.en
dc.description.versionversión final
dc.identifier.doi10.3390/sym13061056
dc.identifier.issn2073-8994
dc.identifier.urihttps://hdl.handle.net/20.500.14468/11929
dc.journal.issue16
dc.journal.titleSymmetry
dc.journal.volume13
dc.language.isoen
dc.publisherMDPI
dc.relation.centerFacultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsAtribución-CompartirIgual 4.0 Internacional
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0
dc.subject.keywordsskewness
dc.subject.keywordsscatter matrices
dc.subject.keywordsprojection pursuit
dc.subject.keywordsscale mixtures of skew normal distribution
dc.subject.keywordseigenvector
dc.titleSkewness-Based Projection Pursuit as an Eigenvector Problem in Scale Mixtures of Skew-Normal Distributionses
dc.typeartículoes
dc.typejournal articleen
dspace.entity.typePublication
relation.isAuthorOfPublicationea1c092a-eceb-49c8-abb7-d4d52f53930a
relation.isAuthorOfPublicationb4ef2ce4-140a-4dfd-b87f-363a7a9136e5
relation.isAuthorOfPublication.latestForDiscoveryea1c092a-eceb-49c8-abb7-d4d52f53930a
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