Asymptotic properties of a dimension-robust quadratic dependence measure
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Publication:2472991
DOI10.1016/J.CRMA.2007.10.043zbMATH Open1188.62179arXivmath/0609259OpenAlexW2038170906MaRDI QIDQ2472991FDOQ2472991
Authors: Sophie Achard 
Publication date: 25 February 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Abstract: Asymptotic properties of a dimension-robust dependence measure are investigated. It is related to those used in independence tests, but is derivable, thus suitable for independent component analysis. An adjustable kernel allows to accelerate the convergence of the estimator without affecting the bias.
Full work available at URL: https://arxiv.org/abs/math/0609259
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Cites Work
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Consistent independent component analysis and prewhitening
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- A Non-Parametric Test of Independence
- A Consistent Test for Bivariate Dependence
- A Class of Statistics with Asymptotically Normal Distribution
- Limit behaviour of the empirical characteristic function
- Characteristic-function-based independent component analysis
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