TICM (Q7380714)
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Testing the Validity of the Independent Component Model Assumption
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | TICM |
Testing the Validity of the Independent Component Model Assumption |
Statements
Description: Provides affine-invariant, distribution-free tests of multivariate independence, applied either directly to observed data or to estimated independent components. In the latter case, the procedures can be used to assess the validity of independent component models. The tests are based on L2-type distances between characteristic functions, with inference carried out using permutation or bootstrap resampling schemes. The methods are described in Hallin et al. (2024) <doi:10.48550/arXiv.2404.07632>.
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11 February 2026
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