2008-01-07Diskussionspapier
Independent Component Analysis Via Copula Techniques
Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang Karl; Huang, Shih-Feng
Independent component analysis (ICA) is a modern factor analysis tool de- veloped in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. ...