Title of article :
On a measure of dependence and its application to ICA
Author/Authors :
Rahmanishamsi, Jafar Management and Planning Organization, Yazd, Iran , Alikhani-Vafa, Ahmad Department of Statistics - Yazd University, Yazd, Iran
Abstract :
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.
Keywords :
Copula , Dependence measure , Independent component analysis , Test of independence
Journal title :
Journal of Statistical Modelling: Theory and Applications (JSMTA)
