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The Maximal Direction Of Any Nth Order Moment

Mark J. DeBonis


Following the line of reasoning used to solve the problem of Principal Component Analysis (PCA) in finding the directions of maximal dispersion, we present a solution to the problem of finding directions of maximal skewness, kurtosis and all higher order moments. The problem is reduced to a system of multi-polynomial equations.


projection pursuit, skew, kurtosis, nth order moment, multi-polynomial equations

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