Skewness-Based Projection Pursuit as an Eigenvector Problem in Scale Mixtures of Skew-Normal Distributions
This 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, d...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-06-01
|
| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/13/6/1056 |