Spatial Blind Source Separation

Bachoc, François, Genton, Mark G., Nordhausen, Klaus, Ruiz-Gazen, Anne and Virta, Joni (2019) Spatial Blind Source Separation. TSE Working Paper, n. 19-998, Toulouse

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Abstract

Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalization of two scatter
matrices. The asymptotic properties of this estimator are derived here and a new estimator, based on the joint diagonalization of more than two scatter matrices, is
proposed. The limiting properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.

Item Type: Monograph (Working Paper)
Language: English
Date: March 2019
Place of Publication: Toulouse
Uncontrolled Keywords: joint diagonalisation, limiting distribution,, multivariate random fields, spatial scatter matrices
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Institution: Université Toulouse Capitole
Site: UT1
Date Deposited: 20 Mar 2019 07:50
Last Modified: 20 Mar 2019 07:50
OAI ID: oai:tse-fr.eu:122871
URI: http://publications.ut-capitole.fr/id/eprint/32218

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