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

Pauliina Ilmonen

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1219-1226

Abstract: 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.

Keywords: Independent component analysis; Asymptotic normality; Complex valued data (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:4:p:1219-1226

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DOI: 10.1016/j.spl.2013.01.020

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