Hannu Oja


Mathematics (Department of Mathematics and Statistics)

hannu.oja@utu.fi
Vesilinnantie 5
Turku





Publications
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Sliced average variance estimation for multivariate time series (2019)
Statistics
M. Matilainen, C. Croux, K. Nordhausen, H. Oja
(
A1 Journal article – refereed)

Independent component analysis: A statistical perspective (2018) Nordhausen K, Oja H
(
A2 Review article in a scientific journal)

JADE for Tensor-Valued Observations (2018)
Journal of Computational and Graphical Statistics
Joni Virta, Bing Li, Klaus Nordhausen, Hannu Oja
(
A1 Journal article – refereed)

Robust Nonparametric Inference (2018) Nordhausen K, Oja H
(
A2 Review article in a scientific journal)

Asymptotic and Bootstrap Tests for the Dimension of the Non-Gaussian Subspace (2017)
IEEE Signal Processing Letters
Nordhausen K, Oja H, Tyler DE, Virta J
(
A1 Journal article – refereed)

Independent component analysis for tensor-valued data (2017)
Journal of Multivariate Analysis
Virta J, Li B, Nordhausen K, Oja H
(
A1 Journal article – refereed)

On Independent Component Analysis with Stochastic Volatility Models (2017)
Austrian Journal of Statistics
Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
(
A1 Journal article – refereed)

Special issue on functional data analysis (2017)
Econometrics and Statistics
Kokoszka P., Oja H., Park B., Sangalli L.
(
B1 Journal article)

Supervised dimension reduction for multivariate time series (2017)
Econometrics and Statistics
Markus Matilainen, Christophe Croux, Klaus Nordhausen, Hannu Oja
(
A1 Journal article – refereed)

Tests for informative cluster size using a novel balanced bootstrap scheme (2017)
Statistics in Medicine
Nevalainen J, Oja H, Datta S
(
A1 Journal article – refereed)

The squared symmetric FastICA estimator (2017)
Signal Processing
Miettinen J, Nordhausen K, Oja H, Taskinen S, Virta J
(
A1 Journal article – refereed)

Affine-invariant rank tests for multivariate independence in independent component models (2016)
Electronic Journal of Statistics
Oja H, Paindaveine D, Taskinen S
(
A1 Journal article – refereed)

Combining Linear Dimension Reduction Estimates (2016) Recent Advances in Robust Statistics: Theory and Applications E. Liski, K. Nordhausen, H. Oja, A. Ruiz-Gazen
(
A3 Book chapter)

ICA and Stochastic Volatility Models (2016) Computer Data Analysis and Modeling: Theoretical and Applied Stochastics, Proceedings of the XI International Conference, Minsk, September 6-10, 2016 Markus Matilainen, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen
(
A4 Article in conference proceedings)

ICtest: Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction (2016) Klaus Nordhausen, Hannu Oja, David E. Tyler, Joni Virta
(
I2 ICT software)

Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression (2016) Robust Rank-Based and Nonparametric Methods Taskinen S., Oja H.
(
A3 Book chapter)

Robust Correlation: Theory and Applications (2016) Georgy L. Shevlyakov, Hannu Oja
(
C1 Scientific book)

R-package tensorBSS: Blind Source Separation Methods for Tensor-Valued Observations (2016) Virta Joni, Li Bing, Nordhausen Klaus, Oja Hannu
(
I2 ICT software)

Separation of Uncorrelated Stationary time series using Autocovariance Matrices (2016)
Journal of Time Series Analysis
Jari Miettinen, Katrin Illner, Klaus Nordhausen, Hannu Oja, Sara Taskinen, Fabian J. Theis
(
A1 Journal article – refereed)


Last updated on 2019-19-08 at 02:20