Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2011-003.
Length: 46 p.
Date of creation: Feb 2011
Date of revision:
Publication status: Published by:
Independent component analysis; Invariance principle; Local asymptotic normality; Rank-based inference; Semiparametric efficiency; Signed ranks;
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- Davy Paindaveine & Thomas Verdebout, 2011. "Rank Tests for Elliptical Graphical Modeling," Working Papers ECARES ECARES 2011-039, ULB -- Universite Libre de Bruxelles.
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