Travail de recherche/Working paper
Titre: |
|
Auteur: | Hallin, Marc; Mehta, Chintan |
Statut de publication: | Publié, 2013-04 |
series: | ECARES Working Papers, 2013-19 |
Sujet CREF: | Economie |
Volumes/pages: | 44 p. |
Mots-clés: | independent component analysis (ICA) |
local asymptotic normality (LAN) | |
ranks | |
R-Estimation | |
Robustness | |
Langue: | N/A |
Identificateurs: | RePEc:eca:wpaper:2013/142876 |