Consistent noisy independent component analysis
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Publication:302095
DOI10.1016/J.JECONOM.2008.12.019zbMATH Open1429.62215OpenAlexW4393147464MaRDI QIDQ302095FDOQ302095
Authors: 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
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Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)
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Cited In (26)
- Fourth moments and independent component analysis
- Consistent noisy independent component analysis
- Sparse-group independent component analysis with application to yield curves prediction
- On The Peña–Box Model
- Noisy Independent Component Analysis as a Method of Rotating the Factor Scores
- Locally robust inference for non-Gaussian SVAR models
- A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments
- Identification of joint distributions in dependent factor models
- Identification of the linear factor model
- Independent component analysis for multivariate functional data
- On nonnegative loading matrices: two-factor case
- Asymptotic analysis of a matrix latent decomposition model
- Nonparametric identification and estimation of stochastic block models from many small networks
- Title not available (Why is that?)
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
- The DNA of security return
- Separation of uncorrelated stationary time series using autocovariance matrices
- Statistical inference for independent component analysis: application to structural VAR models
- Identification of structural vector autoregressions through higher unconditional moments
- Recovering Latent Variables by Matching
- Nearest comoment estimation with unobserved factors
- The independent factor analysis approach to latent variable modelling
- Dynamic treatment effects
- Locally robust inference for non-Gaussian linear simultaneous equations models
- JADE for Tensor-Valued Observations
- Factor Analysis as Data Matrix Decomposition: A New Approach for Quasi-Sphering in Noisy ICA
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