Minimum distance index for complex valued ICA

DOI10.1016/j.spl.2016.06.019zbMath1347.62197OpenAlexW2472402705WikidataQ109772910 ScholiaQ109772910MaRDI QIDQ312095

Niko Lietzén, Pauliina Ilmonen, Klaus Nordhausen

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.019

zbMATH Keywords

time seriesindependent component analysisAMUSEcomplex valued variablesperformance indices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Image analysis in multivariate analysis (62H35)

Uses Software

• FastICA

Cites Work

• Unnamed Item
• Statistical properties of a blind source separation estimator for stationary time series
• Complex-valued ICA based on a pair of generalized covariance matrices
• On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis