The Maximal Direction Of Any Nth Order Moment
Mark J. DeBonis · International Journal of Mathematics & Statistics/International journal of mathematics and statistics · 2014
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.