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The so-called independent component (IC) model states that the observed p-vector X is generated via X=ΛZ+μ, where μ is a p-vector, Λ is a full-rank matrix, and the centered random vector Z has independent marginals. We consider the problem of testing the null hypothesis H0:μ=0 on the basis of i.i.d. observations X1,…,Xn generated by the symmetric version of the IC model above (for which all ICs have...
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