In this paper we propose two new descriptive measures for multivariate data: the effective variance and the effective dependence. These measures have a direct geometric and statistical interpretation and can be used to compare groups with different number of variables. The contribution of these...

In this paper we study the properties of a kurtosis matrix and propose its eigenvectors as interesting directions to reveal the possible cluster structure of a data set. Under a mixture of elliptical distributions with proportional scatter matrix, it is shown that a subset of the eigenvectors of...