Go to main content

PDF

Description

In this paper we study the statistical properties of a characteristic-function based algorithm for independent component analysis (ICA), which was proposed by Eriksson et. al. (2003) and Chen & Bickel (2003) independently. First, statistical consistency of this algorithm with prewhitening is analyzed, especially in existence of heavy-tailed sources. Second, without prewhitening this algorithm is shown to be robust against small additive noise.

Details

Files

Statistics

from
to
Export
Download Full History
Formats
Format
BibTeX
MARCXML
TextMARC
MARC
DublinCore
EndNote
NLM
RefWorks
RIS