Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Semiparametrically efficient inference based on signed ranks in symmetric independent component models - MaRDI portal

Semiparametrically efficient inference based on signed ranks in symmetric independent component models

From MaRDI portal
Publication:661164

DOI10.1214/11-AOS906zbMath1231.62043arXiv1202.5159OpenAlexW3106378518MaRDI QIDQ661164

Davy Paindaveine, Pauliina Ilmonen

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5159



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (18)

Robust modeling using non-elliptically contoured multivariate \(t\) distributionsAffine-invariant rank tests for multivariate independence in independent component modelsSampling properties of color independent component analysisQuantifying identifiability in independent component analysisDiscrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressionsA high‐dimensional inverse norm sign test for two‐sample location problemsOn testing the equality of latent roots of scatter matrices under ellipticitySemiparametrically efficient inference based on signed ranks in symmetric independent component modelsHalfspace depths for scatter, concentration and shape matricesIdentification and estimation of non-Gaussian structural vector autoregressionsInference on the shape of elliptical distributions based on the MCDSign-based test for mean vector in high-dimensional and sparse settingsSeparation of Uncorrelated Stationary time series using Autocovariance MatricesDistribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approachIndependent component analysis via nonparametric maximum likelihood estimationOn Optimal Tests for Rotational Symmetry Against New Classes of Hyperspherical DistributionsFourth moments and independent component analysisHigh-dimensional tests for mean vector: approaches without estimating the mean vector directly



Cites Work


This page was built for publication: Semiparametrically efficient inference based on signed ranks in symmetric independent component models