• Citer

Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models

par Ilmonen, Sirkku Pauliina ;Paindaveine, Davy
Publication Publié, 2011-02

Travail de recherche/Working paper

• Accès en ligne
• Détails
• Statistiques

Titre:	Semiparametrically Efficient Inference Based on Signed Ranks in Symmetric Independent Component Models
Auteur:	Ilmonen, Sirkku Pauliina; Paindaveine, Davy
Statut de publication:	Publié, 2011-02
series:	ECARES Working Papers, ECARES 2011-003
Sujet CREF:	Economie
Volumes/pages:	46 p.
Mots-clés:	Independent component analysis
	Invariance principle
	Local asymptotic normality
	Rank-based inference
	Semiparametric efficiency
	Signed ranks
Langue:	Anglais
Identificateurs:	RePEc:eca:wpaper:2013/76045