124 citations · 550 across the 52 of their papers we have counts for
Showing 2013 · stat.MEShow all
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stat.ME2013★ 4 cited
Independent Component Analysis via Distance Covariance
David S. Matteson, Ruey S. Tsay
This paper introduces a novel statistical framework for independent component analysis (ICA) of multivariate data. We propose methodology for estimating and testing the existence o…
stat.ME2013★ 8 cited
A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
David S. Matteson, Nicholas A. James
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. S…