most citedIndependent Component Analysis and estimation of a quadratic functional

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math.ST2006★ 1 cited

Independent Component Analysis and estimation of a quadratic functional

Pascal Barbedor

Independent component analysis (ICA) is linked up with the problem of estimating a non linear functional of a density, for which optimal estimators are well known. The precision of…

math.ST2005

Independent Component Analysis by Wavelets

Pascal Barbedor

We propose an ICA contrast based on the density estimation of the observed signal and its marginals by means of wavelets. The risk of the associated moment estimator is linked with…