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Extracting Conditionally Heteroskedastic Components using Independent Component Analysis

In the independent component model, the multivariate data are assumed to be a mixture of mutually independent latent components. The independent component analysis (ICA) then aims at estimating these latent components. In this article, we study an ICA method which combines the use of linear and quad...

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Detalles Bibliográficos
Autores principales:	Miettinen, Jari, Matilainen, Markus, Nordhausen, Klaus, Taskinen, Sara
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	John Wiley & Sons, Ltd 2019
Materias:	Original Articles
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7266430/ https://www.ncbi.nlm.nih.gov/pubmed/32508370 http://dx.doi.org/10.1111/jtsa.12505

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