Supplement to "Consistent Independent Component Analysis and Prewhitening"
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.