R-Estimation for Asymmetric Independent Component Analysis
| Year of publication: |
2013-04
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| Authors: | Hallin, Marc ; Mehta, Chintan |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | independent component analysis (ICA) | local asymptotic normality (LAN) | ranks | R-Estimation | Robustness |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number 2013-19 44 pages long |
| Source: |
Persistent link: https://www.econbiz.de/10010826320