Arbeitspapier
Consistent noisy independent component analysis
We study linear factor models under the assumptions that factors are mutually independent and independent of errors, and errors can be correlated to some extent. Under factor non-Gaussianity, second to fourth-order moments are shown to yield full identification of the matrix of factor loadings. We develop a simple algorithm to estimate the matrix of factor loadings from these moments. We run Monte Carlo simulations and apply our methodology to British data on cognitive test scores
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP04/08
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
- Thema
-
Independant Component Analysis , Factor Analysis , high order moments , noisy ICA
Faktorenanalyse
Fehlerkorrekturmodell
Kognition
Statistischer Test
Großbritannien
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bonhomme, Stéphane
Robin, Jean-Marc
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2007
- DOI
-
doi:10.1920/wp.cem.2008.0408
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bonhomme, Stéphane
- Robin, Jean-Marc
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2007
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