Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models

Sirkku Pauliina Ilmonen and Davy Paindaveine

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: Independent component analysis; Invariance principle; Local asymptotic normality; Rank-based inference; Semiparametric efficiency; Signed ranks (search for similar items in EconPapers)
Pages: 46 p.
Date: 2011-02
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