Consistent independent component analysis and prewhitening

DOI10.1109/TSP.2005.855098zbMath1373.62292OpenAlexW2132637896MaRDI QIDQ5356694

Peter J. Bickel, Aiyou Chen

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2005.855098

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Efficient independent component analysis, Consistent noisy independent component analysis, Understanding resident mobility in Milan through independent component analysis of Telecom Italia mobile usage data, Statistical inference for independent component analysis: application to structural VAR models, Sampling properties of color independent component analysis, Adaptive Estimation in Multiple Time Series With Independent Component Errors, Kernel methods in machine learning, Asymptotic properties of a dimension-robust quadratic dependence measure, Discussion of: Brownian distance covariance, Identification and estimation of non-Gaussian structural vector autoregressions, A general procedure for learning mixtures of independent component analyzers, Independent component analysis via nonparametric maximum likelihood estimation, Rolling Stiefel manifolds, Evaluating model misspecification in independent component analysis, Optimization hierarchy for fair statistical decision problems