Pages that link to "Item:Q661164"

The following pages link to Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164):

Displaying 22 items.

• Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
• Fourth moments and independent component analysis (Q254467) (← links)
• Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
• Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
• Quantifying identifiability in independent component analysis (Q405369) (← links)
• Semiparametrically efficient inference based on signed ranks in symmetric independent component models (Q661164) (← links)
• Independent component analysis via nonparametric maximum likelihood estimation (Q741813) (← links)
• Halfspace depths for scatter, concentration and shape matrices (Q1990580) (← links)
• Inference on the shape of elliptical distributions based on the MCD (Q2015060) (← links)
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• Sampling properties of color independent component analysis (Q2657200) (← links)
• Separation of Uncorrelated Stationary time series using Autocovariance Matrices (Q2802912) (← links)
• On Optimal Tests for Rotational Symmetry Against New Classes of Hyperspherical Distributions (Q5146040) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
• A high‐dimensional inverse norm sign test for two‐sample location problems (Q6180916) (← links)
• On testing the equality of latent roots of scatter matrices under ellipticity (Q6183686) (← links)
• Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
• Independent component analysis: a statistical perspective (Q6602209) (← links)
• An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data (Q6617800) (← links)
• Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)