A new way to order independent components
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Publication:5138121
DOI10.1080/02664763.2015.1120709MaRDI QIDQ5138121
Saima Afzal, Muhammad Mutahir Iqbal
Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2015.1120709
independent component analysis; dimension reduction; regression; financial time series; series' reconstruction
62-XX: Statistics
Uses Software