Optimization and testing in linear non‐Gaussian component analysis

DOI10.1002/SAM.11403MaRDI QIDQ4970241zbMATH OpenOpenAlexFDO

Authors Ze Jin, Benjamin B. Risk, David S. Matteson

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.08837

zbMATH Keywords

dimension reductionhypothesis testingindependent component analysismultivariate analysisprojection pursuitsubspace estimation

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• A new algorithm of non-Gaussian component analysis with radial kernel functions
• A Test for Normality of Observations and Regression Residuals
• An evaluation of independent component analyses with an application to resting-state fMRI
• Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
• scientific article; zbMATH DE number 3793772 (Why is no real title available?)
• Independent component analysis by general nonlinear Hebbian-like learning rules
• Linear Non-Gaussian Component Analysis Via Maximum Likelihood
• Uniqueness of Non-Gaussianity-Based Dimension Reduction

Cited in

(4)

• Non-Gaussian component analysis: testing the dimension of the signal subspace
• Locally robust inference for non-Gaussian linear simultaneous equations models
• Optimization and Testing in Linear Non-Gaussian Component Analysis
• Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging

Describes a project that uses

Uses Software

• R
• ProDenICA
• JADE
• BSSasymp
• LNGCA

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