on a measure of dependence and its application to independent component analysis
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نویسنده
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rahmanishamsi jafar ,alikhani-vafa ahmad
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منبع
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journal of statistical modelling: theory and applications - 2020 - دوره : 1 - شماره : 1 - صفحه:155 -167
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چکیده
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In this article we study a copula-based measure of dependence constructed based on the concept of average quadrant dependence. the rank-based estimator of this index and its asymptotic normality is investigated. an algorithm for independent component analysis is developed whose contrast function is the proposed dependence coefficient.
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کلیدواژه
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copula ,dependence measure ,independent component analysis ,test of independence
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آدرس
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management and planning organization, iran, yazd university, department of statistics, iran
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پست الکترونیکی
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alikhani-vafa@yahoo.com
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