In this article we study a copula-based measure of dependence constructed based on the concept of average quadrant dependence. The rank-based estimator of this index and its asymptotic normality is investigated. An algorithm for independent component analysis is developed whose contrast function is the proposed dependence coefficient.
Rahmanishamsi, J., & Alikhani-Vafa, A. (2020). On a measure of dependence and its application to ICA. Journal of Statistical Modelling: Theory and Applications, 1(1), 155-167. doi: 10.22034/jsmta.2020.1716
MLA
Jafar Rahmanishamsi; Ahmad Alikhani-Vafa. "On a measure of dependence and its application to ICA", Journal of Statistical Modelling: Theory and Applications, 1, 1, 2020, 155-167. doi: 10.22034/jsmta.2020.1716
HARVARD
Rahmanishamsi, J., Alikhani-Vafa, A. (2020). 'On a measure of dependence and its application to ICA', Journal of Statistical Modelling: Theory and Applications, 1(1), pp. 155-167. doi: 10.22034/jsmta.2020.1716
VANCOUVER
Rahmanishamsi, J., Alikhani-Vafa, A. On a measure of dependence and its application to ICA. Journal of Statistical Modelling: Theory and Applications, 2020; 1(1): 155-167. doi: 10.22034/jsmta.2020.1716
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