On the usage of joint diagonalization in multivariate statistics
From MaRDI portal
Publication:2062786
DOI10.1016/j.jmva.2021.104844zbMath1493.62318OpenAlexW3204217724WikidataQ109772874 ScholiaQ109772874MaRDI QIDQ2062786
Klaus Nordhausen, Anne Ruiz-Gazen
Publication date: 3 January 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104844
blind source separationindependent component analysisdimension reductionsupervised dimension reductionscatter matricesinvariant component selection
Random fields; image analysis (62M40) Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariant Co-Ordinate Selection
- ICS for Multivariate Outlier Detection with Application to Quality Control
- Fourth moments and independent component analysis
- One-step M-estimates of scatter and the independence property
- A more efficient second order blind identification method for separation of uncorrelated stationary time series
- The use of a common location measure in the invariant coordinate selection and projection pursuit
- Deflation-based separation of uncorrelated stationary time series
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Characteristics of multivariate distributions and the invariant coordinate system
- Tests of multinormality based on location vectors and scatter matrices
- Statistical properties of a blind source separation estimator for stationary time series
- Notion of information and independent component analysis.
- Blind source separation for spatial compositional data
- New independent component analysis tools for time series
- A monitoring display of multivariate outliers
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
- Projection pursuit
- Robust m-estimators of multivariate location and scatter
- Independent component analysis for tensor-valued data
- Principal component analysis.
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Blind source separation for compositional time series
- Independent component analysis for multivariate functional data
- On robustifying some second order blind source separation methods for nonstationary time series
- Separation of Uncorrelated Stationary time series using Autocovariance Matrices
- Modern Nonparametric, Robust and Multivariate Methods
- Supervised invariant coordinate selection
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- A cautionary note on robust covariance plug-in methods
- On Directional Regression for Dimension Reduction
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- Extending Sliced Inverse Regression
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Save: a method for dimension reduction and graphics in regression
- Robust Statistics
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Jacobi Angles for Simultaneous Diagonalization
- A Review on Dimension Reduction
- On order determination by predictor augmentation
- Extracting Conditionally Heteroskedastic Components using Independent Component Analysis
- Spatial blind source separation
- Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace
- Classification and Generalized Principal Component Analysis
- Non-orthogonal joint diagonalization in the least-squares sense with application in blind source separation
- Multivariate Models and the First Four Moments
- On Invariant Coordinate System (ICS) Functionals
- Combining eigenvalues and variation of eigenvectors for order determination
- Sliced average variance estimation for multivariate time series
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Independent Component Analysis for Compositional Data
