Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
(flij) is a p-dimensional Givens rotation matrix which represents
a rotation in the plan spanned by the axes xi and xj, i < j …=2.
3. Choose d copulae and deflne the objective function, O( 1;:::; d).
4. Apply SA algorithm to flnd the rotation matrix R … the advantages of this method.
Key words: Blind source separation, Canonical maximum likelihood method,
Givens rotation …