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. and 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
Rahmanishamsi, J. , and Alikhani-Vafa, A. . "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
CHICAGO
J. Rahmanishamsi and A. 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
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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