A new way to order independent components

DOI10.1080/02664763.2015.1120709OpenAlexW2343519394MaRDI QIDQ5138121

Muhammad Mutahir Iqbal, Saima Afzal

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1120709

zbMATH Keywords

independent component analysisdimension reductionregressionfinancial time seriesseries' reconstruction

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• TVICA
• GHICA

Cites Work

• Independent component analysis, a new concept?
• TVICA -- time varying independent component analysis and its application to financial data
• Independent component ordering in ICA time series analysis.

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