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  • Search: subject:"Canonical maximum likelihood method"
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Subject
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Blind source separation 2 Canonical maximum likelihood method 2 Givens rotation matrix 2 Signal/noise ratio 2 Simulated annealing algorithm 2 Faktorenanalyse 1 Heuristisches Verfahren 1 Maximum-Likelihood-Methode 1 Theorie 1
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Free 2
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Book / Working Paper 2
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Working Paper 1
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English 2
Author
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Chen, Ray-Bing 2 Guo, Meihui 2 Huang, Shih-Feng 2 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Independent component analysis via copula techniques
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang Karl; … - 2008
Independent component analysis (ICA) is a modern factor analysis tool developed in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...
Persistent link: https://www.econbiz.de/10010274138
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Cover Image
Independent Component Analysis Via Copula Techniques
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
the advantages of this method. Key words: Blind source separation, Canonical maximum likelihood method, Givens rotation … copula. Both parameters are all estimated by canonical maximum likelihood method. As mentioned before, we need to white the …
Persistent link: https://www.econbiz.de/10005677950
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