On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

DOI10.1016/J.SPL.2013.01.020MaRDI QIDQ1950774zbMATH OpenOpenAlexFDO

Authors Pauliina Ilmonen

Publication date 13 May 2013

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

Full work available at URL https://doi.org/10.1016/j.spl.2013.01.020

zbMATH Keywords

asymptotic normalitycomplex valued dataindependent component analysis

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• Characteristics of multivariate distributions and the invariant coordinate system
• Complex-valued ICA based on a pair of generalized covariance matrices
• Essential Statistics and Tools for Complex Random Variables
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 3613366 (Why is no real title available?)
• Invariant co-ordinate selection (with discussion)
• Matrix Analysis
• Multivariate generalized S-estimators
• On invariant coordinate system (ICS) functionals
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Symmetrised M-estimators of multivariate scatter

Cited in

(6)

• Complex ICA using generalized uncorrelating transform
• Independent component analysis based on symmetrised scatter matrices
• Complex-valued ICA based on a pair of generalized covariance matrices
• Modeling temporally uncorrelated components of complex-valued stationary processes
• Sampling properties of color independent component analysis
• Minimum distance index for complex valued ICA

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