One-unit Contrast Functions for Independent Component Analysis: a Statistical Analysis

  title={One-unit Contrast Functions for Independent Component Analysis: a Statistical Analysis},
  author={Aapo Hyv{\"a}rinen},
The author introduced previously a large family of one-unit contrast functions to be used in independent component analysis (ICA). In this paper, the family is analyzed mathematically in the case of a nite sample. Two aspects of the estimators obtained using such contrast functions are considered: asymptotic variance, and robustness against outliers. An expression for the contrast function that minimizes the asymptotic variance is obtained as a function of the probability densities of the… CONTINUE READING
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Robust Statistics

  • F. Hampel, E. Ronchetti, P. Rousseuw, W. Stahel
  • Wiley
  • 1986
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