References

The following references were used in the development of the ICSpyLab package:

  • Alfons, A., Archimbaud, A., Nordhausen, K., & Ruiz-Gazen, A. (2024), Tandem clustering with invariant coordinate selection. Econometrics and Statistics. <https://doi.org/10.1016/j.ecosta.2024.03.002>.

  • Archimbaud, A., Drmac, Z., Nordhausen, K., Radojicic, U., and Ruiz-Gazen, A. (2023), Numerical considerations and a new implementation for ICS, SIAM Journal on Mathematics of Data Science, 5, 97-121. <https://doi.org/10.1137/22M1498759>.

  • Arslan, O., Constable, P.D.L., and Kent, J.T. (1995), Convergence behaviour of the EM algorithm for the multivariate t-distribution, Communications in Statistics, Theory and Methods, 24, 2981-3000. <https://doi.org/10.1080/03610929508831664>.

  • Caussinus, H., & Ruiz, A. (1990). Interesting projections of multidimensional data by means of generalized principal component analyses. In Compstat: Proceedings in Computational Statistics, 9th Symposium held at Dubrovnik, Yugoslavia, 1990 (pp. 121–126). Heidelberg: Physica-Verlag HD. <https://link.springer.com/chapter/10.1007/978-3-642-50096-1_19>.

  • Cardoso, J.F. (1989), Source separation using higher order moments, in Proc. IEEE Conf. on Acoustics, Speech and Signal Processing (ICASSP’89), 2109-2112. <https://doi.org/10.1109/ICASSP.1989.266878>.

  • Critchley, F., Pires, A., and Amado, C. (2006), Principal axis analysis, Technical Report, 06/14, The Open University Milton Keynes.

  • Kankainen, A., Taskinen, S., and Oja, H. (2007), Tests of multinormality based on location vectors and scatter matrices, Statistical Methods and Applications, 16, 357-379. <https://doi.org/10.1007/s10260-007-0045-9>.

  • Kent, J.T., Tyler, D.E., and Vardi, Y. (1994), A curious likelihood identity for the multivariate t-distribution, Communications in Statistics, Simulation and Computation, 23, 441-453. <https://doi.org/10.1080/03610919408813180>.

  • Liski, E., Nordhausen, K., and Oja, H. (2014), Supervised invariant coordinate selection, Statistics: A Journal of Theoretical and Applied Statistics, 48, 711-731. <https://doi.org/10.1080/02331888.2013.800067>.

  • Nordhausen, K., Oja, H., and Tyler, D.E. (2008), Tools for exploring multivariate data: The package ICS, Journal of Statistical Software, 28, 1-31. <https://doi.org/10.18637/jss.v028.i06>.

  • Oja, H., Sirkiä, S., and Eriksson, J. (2006), Scatter matrices and independent component analysis, Austrian Journal of Statistics, 35, 175-189. <https://www.researchgate.net/publication/228564427_Scatter_Matrices_and_Independent_Component_Analysis>.

  • Tyler, D.E., Critchley, F., Dümbgen, L., and Oja, H. (2009), Invariant coordinate selection, Journal of the Royal Statistical Society, Series B, 71, 549-592. <https://doi.org/10.1111/j.1467-9868.2009.00706.x>.