Behavior under the ICA data model

In this subsection, we analyze the behavior of the estimators given above when the data follows the ICA data model (2), with a square mixing matrix. For simplicity, we consider only the estimation of a single independent component, and neglect the effects of decorrelation. Let us denote by $\hat{{\bf w}}$a vector obtained by maximizing J_G in (7). The vector $\hat{{\bf w}}$ is thus an estimator of a row of the matrix ${\bf A}^{-1}$ .