Multivariate Statistics

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5 domain-specific abstractions whose origin domain is Multivariate Statistics.

• Cokurtosis — Measure fourth-order joint variation by taking standardized expectations of products containing four centered random-variable factors, retaining how extreme deviations co-occur beyond covariance and coskewness.
• Correspondence analysis — A dimension-reduction and visualization method for contingency tables using chi-square geometry to jointly map row and column profiles.
• Multivariate t-distribution — An elliptically contoured heavy-tailed distribution for random vectors, parameterized by location, positive-definite scale matrix and degrees of freedom.
• Regularized canonical correlation analysis — A canonical-correlation method that stabilizes singular or ill-conditioned covariance estimates by adding penalties, commonly ridge terms, before solving for paired linear variates.
• Whitening transformation — A linear transformation that maps a centered random vector with nonsingular covariance to variables having identity covariance.