In search of non-Gaussian components of a high-dimensional distribution
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- Trevor Cox, 2001. "Multidimensional scaling used in multivariate statistical process control," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(3-4), pages 365-378.
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Cited by:
- Gutch, Harold W. & Theis, Fabian J., 2012. "Uniqueness of linear factorizations into independent subspaces," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 48-62.
- Diederichs, Elmar & Juditsky, Anatoli & Nemirovski, Arkadi & Spokoiny, Vladimir, 2011. "Sparse non Gaussian component analysis by semidefinite programming," SFB 649 Discussion Papers 2011-080, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- repec:hum:wpaper:sfb649dp2011-080 is not listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-ECM-2006-05-13 (Econometrics)
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