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  • Search: subject:"copula parameter independent component analysis"
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Year of publication
Subject
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COPICA 1 Factor analysis 1 Faktorenanalyse 1 Heuristics 1 Heuristik 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Theorie 1 Theory 1 copula parameter independent component analysis 1
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Chen, Ray-Bing 1 Guo, Meihui 1 Huang, Shih-Feng 1 Härdle, Wolfgang 1
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SFB 649 discussion paper 1
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ECONIS (ZBW) 1
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Independent component analysis via copula techniques
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - 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...
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