Minimum distance index for complex valued ICA

DOI10.1016/J.SPL.2016.06.019MaRDI QIDQ312095zbMATH OpenOpenAlexWikidataFDO

Authors Niko Lietzén, Klaus Nordhausen, Pauliina Ilmonen

Publication date 13 September 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.06.019

zbMATH Keywords

time seriesindependent component analysisAMUSEcomplex valued variablesperformance indices

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Image analysis in multivariate analysis (62H35)

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Cites work

• scientific article; zbMATH DE number 3793772 (Why is no real title available?)
• Complex-valued ICA based on a pair of generalized covariance matrices
• On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
• Statistical properties of a blind source separation estimator for stationary time series

Describes a project that uses

Uses Software

• FastICA

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