Consistent noisy independent component analysis

Journal of Econometrics

Volumn 149, Issue 1, 2009, Pages 12-25

  Bonhomme, Stéphane ^a   Robin, Jean Marc ^b,c  

^a CEMFI   (Spain)

^b UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^c UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Factor Analysis; High order moments; Independent Component Analysis; Noisy ICA

Indexed keywords

ERRORS; HEMODYNAMICS; MONTE CARLO METHODS;

COGNITIVE TESTS; FACTOR ANALYSIS; FACTOR MODELS; FINANCIAL DATUM; FOURTH-ORDER MOMENTS; HIGH-ORDER MOMENTS; MATRIXES; MONTE CARLO SIMULATIONS; NOISY ICA; NON-GAUSSIANITY; SIMPLE ALGORITHMS; STOCK RETURNS;

INDEPENDENT COMPONENT ANALYSIS;

EID: 63349109990     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.12.019     Document Type: Article

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