Independent component analysis via copula techniques
Year of publication: |
2008
|
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Authors: | Chen, Ray-Bing ; Guo, Meihui ; Härdle, Wolfgang Karl ; Huang, Shih-Feng |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Faktorenanalyse | Maximum-Likelihood-Methode | Heuristisches Verfahren | Theorie | Blind source separation | Canonical maximum likelihood method | Givens rotation matrix | Signal/noise ratio | Simulated annealing algorithm |
Series: | SFB 649 Discussion Paper ; 2008-004 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 558748481 [GVK] hdl:10419/25246 [Handle] RePEc:zbw:sfb649:sfb649dp2008-004 [RePEc] |
Classification: | C01 - Econometrics ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C63 - Computational Techniques |
Source: |
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