62 citations · 615 across the 49 of their papers we have counts for
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math.ST2017★ 20 cited
Independent component analysis for multivariate functional data
Joni Virta, Bing Li, Klaus Nordhausen +1
We extend two methods of independent component analysis, fourth order blind identification and joint approximate diagonalization of eigen-matrices, to vector-valued functional data…
math.ST2017★ 17 cited
Blind source separation of tensor-valued time series
Joni Virta, Klaus Nordhausen
The blind source separation model for multivariate time series generally assumes that the observed series is a linear transformation of an unobserved series with temporally uncorre…
math.ST2017★ 34 cited
Asymptotic and bootstrap tests for the dimension of the non-Gaussian subspace
Klaus Nordhausen, Hannu Oja, David E. Tyler +1
Dimension reduction is often a preliminary step in the analysis of large data sets. The so-called non-Gaussian component analysis searches for a projection onto the non-Gaussian pa…