Consistent noisy independent component analysis
From MaRDI portal
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
Cites Work
- Unnamed Item
- Unnamed Item
- Consistent noisy independent component analysis
- Infinite-dimensional VARs and factor models
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Independent component analysis, a new concept?
- Higher moment estimators for linear regression models with errors in the variables
- Asymptotic theory for common principal component analysis
- Blind Identification of Overcomplete MixturEs of sources (BIOME)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
- TESTS OF RANK
- Fourth-Order Cumulant-Based Blind Identification of Underdetermined Mixtures
- Computation of the Canonical Decomposition by Means of a Simultaneous Generalized Schur Decomposition
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- Jacobi Angles for Simultaneous Diagonalization
- Blind Identification and Source Separation in 2<tex>$,times,$</tex>3 Under-Determined Mixtures
- Consistent independent component analysis and prewhitening
- Common risk factors in the returns on stocks and bonds
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- Asymptotic Theory for Principal Component Analysis
This page was built for publication: Consistent noisy independent component analysis