Gutch, Harold W.; Theis, Fabian J. - In: Journal of Multivariate Analysis 112 (2012) C, pp. 48-62
Given a random vector X, we address the question of linear separability of X, that is, the task of finding a linear operator W such that we have (S1,…,SM)=(WX) with statistically independent random vectors Si. As this requirement alone is already fulfilled trivially by X being independent of...