Independent component analysis based on symmetrised scatter matrices

DOI10.1016/j.csda.2006.07.010zbMath1162.62385OpenAlexW2146944469WikidataQ109744372 ScholiaQ109744372MaRDI QIDQ1020181

Hannu Oja, Seija Sirkiä, Sara Taskinen

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://urn.fi/URN:NBN:fi:jyu-201211293130

zbMATH Keywords

affine equivarianceindependence propertyfasticasource separationsymmetrised scatter matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Related Items (2)

A smoothed bootstrap test for independence based on mutual information ⋮ Complex-valued ICA based on a pair of generalized covariance matrices

Uses Software

• FastICA

Cites Work

• A distribution-free M-estimator of multivariate scatter
• Robust m-estimators of multivariate location and scatter
• On Tyler's \(M\)-functional of scatter in high dimension
• Some robust estimates of principal components
• Robust Statistics
• Sign and rank covariance matrices

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