Spectral analysis of the fourth moment matrix

Abstract: The fourth moment of a random vector is a matrix whose elements are all moments of order four which can be obtained from the random vector itself. In this paper, we give a lower bound for its dominant eigenvalue and show that its eigenvectors corresponding to positive eigenvalues are vectorized symmetric matrices. Fourth moments of standardized and exchangeable random vectors are examined in more detail. [Copyright &y& Elsevier]