Consistent noisy independent component analysis
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Publication:302095
DOI10.1016/j.jeconom.2008.12.019zbMath1429.62215OpenAlexW4393147464MaRDI QIDQ302095
Stéphane Bonhomme, Jean-Marc Robin
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://hal.science/hal-00642732
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)
Related Items (15)
Consistent noisy independent component analysis ⋮ Statistical inference for independent component analysis: application to structural VAR models ⋮ Asymptotic Analysis of a Matrix Latent Decomposition Model ⋮ Nearest comoment estimation with unobserved factors ⋮ Recovering Latent Variables by Matching ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS ⋮ Identification of structural vector autoregressions through higher unconditional moments ⋮ Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information ⋮ Dynamic treatment effects ⋮ Separation of Uncorrelated Stationary time series using Autocovariance Matrices ⋮ Independent component analysis for multivariate functional data ⋮ JADE for Tensor-Valued Observations ⋮ Identification of the linear factor model ⋮ Fourth moments and independent component analysis
Uses Software
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