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On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

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  • Ilmonen, Pauliina

Abstract

In this paper, we consider the independent component (IC) model, and the asymptotic properties of the complex valued unmixing matrix estimates that are based on simultaneous use of two scatter matrix functionals.

Suggested Citation

  • Ilmonen, Pauliina, 2013. "On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1219-1226.
  • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1219-1226
    DOI: 10.1016/j.spl.2013.01.020
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    References listed on IDEAS

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    1. Roelant, E. & Van Aelst, S. & Croux, C., 2009. "Multivariate generalized S-estimators," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 876-887, May.
    2. Pauliina Ilmonen & Hannu Oja & Robert Serfling, 2012. "On Invariant Coordinate System (ICS) Functionals," International Statistical Review, International Statistical Institute, vol. 80(1), pages 93-110, April.
    3. David E. Tyler & Frank Critchley & Lutz Dümbgen & Hannu Oja, 2009. "Invariant co-ordinate selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 549-592.
    4. Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu, 2010. "Characteristics of multivariate distributions and the invariant coordinate system," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1844-1853, December.
    5. Sirkiä, Seija & Taskinen, Sara & Oja, Hannu, 2007. "Symmetrised M-estimators of multivariate scatter," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1611-1629, September.
    6. Ollila, Esa & Oja, Hannu & Koivunen, Visa, 2008. "Complex-valued ICA based on a pair of generalized covariance matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3789-3805, March.
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    Cited by:

    1. Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina, 2016. "Minimum distance index for complex valued ICA," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 100-106.

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