Nordhausen, Klaus; Oja, Hannu; Paindaveine, Davy - In: Journal of Multivariate Analysis 100 (2009) 5, pp. 821-834
The so-called independent component (IC) model states that the observed p-vectorX is generated via X=[Lambda]Z+[mu], where [mu] is a p-vector, [Lambda] is a full-rank matrix, and the centered random vector Z has independent marginals. We consider the problem of testing the null hypothesis on the...