Search Results - subject:"Independent component Analysis"

Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128

Chattopadhyay, Asis Kumar; Mondal, Saptarshi; … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 17-32

Independent Component Analysis (ICA) is closely related to Principal Component Analysis (PCA) and factor analysis …

Persistent link: https://www.econbiz.de/10010871398

Mining Big Data Using Parsimonious Factor and Shrinkage Methods

Kim, Hyun Hak; Swanson, Norman - Department of Economics, Rutgers University-New Brunswick - 2013

predictive benefits associated with the use dimension reducing independent component analysis (ICA) and sparse principal …

Persistent link: https://www.econbiz.de/10010678604

Extracting Intrinsic Functional Networks with Feature-Based Group Independent Component Analysis

Calhoun, Vince; Allen, Elena - In: Psychometrika 78 (2013) 2, pp. 243-259

methods, or independent component analysis [ICA]), some recent work has suggested that these intrinsic networks can be …

Persistent link: https://www.econbiz.de/10010634361

On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

Ilmonen, Pauliina - In: Statistics & Probability Letters 83 (2013) 4, pp. 1219-1226

In this paper, we consider the independent component (IC) model, and the asymptotic properties of the complex valued unmixing matrix estimates that are based on simultaneous use of two scatter matrix functionals.

Persistent link: https://www.econbiz.de/10010662332

Using independent component analysis and network DEA to improve bank performance evaluation

Lin, Tzu-Yu; Chiu, Sheng-Hsiung - In: Economic Modelling 32 (2013) C, pp. 608-616

problems of efficiency-analysis with the aid of an independent component analysis (ICA) and a network slacks-based measure …

Persistent link: https://www.econbiz.de/10010664377

Using independent component analysis and network DEA to improve bank performance evaluation

Lin, Tzu-yu; Chiu, Sheng-hsiung - In: Economic modelling 32 (2013), pp. 608-616

Persistent link: https://www.econbiz.de/10009762009

Mining big data using parsimonious factor and shrinkage methods

Kim, Hyun Hak; Swanson, Norman R. - 2013

predictive benefits associated with the use dimension reducing independent component analysis (ICA) and sparse principal …

Persistent link: https://www.econbiz.de/10009766687

Portfolio value at risk based on independent components analysis

Chen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir - 2005

that is based on Independent Component Analysis (ICA). We study the proposed ICVaR methodology in an extensive simulation …

Persistent link: https://www.econbiz.de/10010319191

Multivariate Risikomanagement

Chen, Ying - 2005

the joint density of the portfolios in a high-dimensional space, we are encouraged by using the independent component … analysis (ICA) to decompose the dependent risk factors to a linear transformation of independent components (ICs). The marginal …

Persistent link: https://www.econbiz.de/10009467202

Portfolio Value at Risk Based on Independent Components Analysis

Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005

that is based on Independent Component Analysis (ICA). We study the proposed ICVaR methodology in an extensive simulation … and analyze a technology that is based on Independent Component Analysis (ICA). We study the proposed ICVaR methodology in … VaRs. Keywords: independent component analysis, Value-at-Risk JEL code: C14, C15, C32, C53, G20 Acknowledgement …

Persistent link: https://www.econbiz.de/10005207944