Title: Supplement to "Consistent Independent Component Analysis and Prewhitening"
Author: A. Chen and P.J. Bickel
Date: March 2004
Pub: PDF
Url: http://www.stat.berkeley.edu/~aychen/656.pdf

Abstract:
In this paper we study the statistical properties of a characteristic-function
based algorithm for independent component analysis (ICA), which was
proposed by Eriksson et. al. (2003) and Chen \& Bickel (2003) independently.
First, statistical consistency of this algorithm with prewhitening
is analyzed, especially in existence of heavy-tailed sources. Second,
without prewhitening this algorithm is shown to be robust against
small additive noise.