Table 2 Mean value of the kurtosis measure of the first 5 loading vectors in the simulation study for PCA, IPCA and & ICA.
PCA | ICA | IPCA | ||
|---|---|---|---|---|
Gaussian case | loading 1 | -0.007 | -0.015 | 0.54 |
loading 2 | -0.009 | -0.013 | 0.21 | |
loading 3 | -0.012 | -0.013 | -0.01 | |
loading 4 | -0.011 | -0.013 | -0.20 | |
loading 5 | -0.015 | -0.015 | -0.41 | |
super-Gaussian case | loading 1 | 34.75 | 0.28 | 52.58 |
loading 2 | 34.16 | 0.43 | 33.81 | |
loading 3 | -0.01 | 0.42 | 0.27 | |
loading 4 | -0.01 | 0.44 | -0.02 | |
loading 5 | -0.02 | 0.47 | -0.25 |