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R-Estimation for Asymmetric Independent Component Analysis

Marc Hallin and Chintan Mehta

No 2013-19, Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: independent component analysis (ICA); local asymptotic normality (LAN); ranks; R-Estimation; Robustness (search for similar items in EconPapers)
Pages: 44 p.
Date: 2013-04
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Journal Article: R -Estimation for Asymmetric Independent Component Analysis (2015) Downloads
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