Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models
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2011-02
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| Authors: | Paindaveine, Davy ; Ilmonen, Sirkku Pauliina |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | Independent component analysis | Invariance principle | Local asymptotic normality | Rank-based inference | Semiparametric efficiency | Signed ranks |
| 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 ECARES 2011-003 46 pages long |
| Source: |
Persistent link: https://www.econbiz.de/10008839364