R-Estimation for Asymmetric Independent Component Analysis
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- Marc Hallin & Chintan Mehta, 2015. "R -Estimation for Asymmetric Independent Component Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 218-232, March.
References listed on IDEAS
- Marc Hallin & Bas Werker, 2003.
"Semiparametric efficiency, distribution-freeness, and invariance,"
ULB Institutional Repository
2013/2119, ULB -- Universite Libre de Bruxelles.
- Hallin, M. & Werker, B.J.M., 2003. "Semiparametric efficiency, distribution-freeness and invariance," Other publications TiSEM fe20db00-786a-4261-9999-6, Tilburg University, School of Economics and Management.
- Sirkku Pauliina Ilmonen & Davy Paindaveine, 2011. "Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models," Working Papers ECARES ECARES 2011-003, ULB -- Universite Libre de Bruxelles.
- Delphine Cassart & Marc Hallin & Davy Paindaveine, 2010. "On the estimation of cross-information quantities in rank-based inference," Working Papers ECARES ECARES 2010-010, ULB -- Universite Libre de Bruxelles.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hallin, Marc & La Vecchia, Davide, 2017. "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, vol. 196(2), pages 233-247.
- Jari Miettinen & Katrin Illner & Klaus Nordhausen & Hannu Oja & Sara Taskinen & Fabian J. Theis, 2016. "Separation of Uncorrelated Stationary time series using Autocovariance Matrices," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 337-354, May.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017.
"Identification and estimation of non-Gaussian structural vector autoregressions,"
Journal of Econometrics,
Elsevier, vol. 196(2), pages 288-304.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
- Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015. "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Discussion Paper 2015-001, Tilburg University, Center for Economic Research.
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Keywordsindependent component analysis (ICA); local asymptotic normality (LAN); ranks; R-Estimation; Robustness;
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