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06/16/2023
Spatial depth for data in metric spaces
We propose a novel measure of statistical depth, the metric spatial dept...
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09/21/2022
Large-Sample Properties of Non-Stationary Source Separation for Gaussian Signals
Non-stationary source separation is a well-established branch of blind s...
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07/21/2022
Order Determination for Tensor-valued Observations Using Data Augmentation
Tensor-valued data benefits greatly from dimension reduction as the redu...
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06/23/2022
Sliced Inverse Regression in Metric Spaces
In this article, we propose a general nonlinear sufficient dimension red...
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03/30/2022
Robust signal dimension estimation via SURE
The estimation of signal dimension under heavy-tailed latent factor mode...
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10/27/2021
Poisson PCA for matrix count data
We develop a dimension reduction framework for data consisting of matric...
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09/09/2021
Kurtosis-based projection pursuit for matrix-valued data
We develop projection pursuit for data that admit a natural representati...
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03/08/2021
Large-Sample Properties of Blind Estimation of the Linear Discriminant Using Projection Pursuit
We study the estimation of the linear discriminant with projection pursu...
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01/24/2021
Testing for subsphericity when n and p are of different asymptotic order
In this short note, we extend a classical test of subsphericity, based o...
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03/23/2020
Latent Model Extreme Value Index Estimation
We propose a novel strategy for multivariate extreme value index estimat...
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01/29/2020
On the behavior of extreme d-dimensional spatial quantiles under minimal assumptions
"Spatial" or "geometric" quantiles are the only multivariate quantiles c...
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12/21/2018
Spatial Blind Source Separation
Recently a blind source separation model was suggested for multivariate ...
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10/02/2018
On characterizations of the covariance matrix
The covariance matrix is well-known for its following properties: affine...
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08/31/2018
Determining the signal dimension in second order source separation
While an important topic in practice, the estimation of the number of no...
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08/02/2018
Asymptotically and computationally efficient tensorial JADE
In this work, we propose a novel method for tensorial independent compon...
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01/14/2018
On the number of signals in multivariate time series
We assume a second-order source separation model where the observed mult...
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12/20/2017
