Bachoc, François, Genton, Mark G., Nordhausen, Klaus, Ruiz-Gazen, Anne and Virta, Joni (2020) Spatial Blind Source Separation. Biometrika, 107 (3). pp. 627-646.

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Identification Number : 10.1093/biomet/asz079

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: Article
Language: English
Date: September 2020
Refereed: Yes
Uncontrolled Keywords: joint diagonalisation, limiting distribution,, multivariate random fields, spatial scatter matrices
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 29 Aug 2019 13:51
Last Modified: 27 Oct 2021 13:37
OAI Identifier: oai:tse-fr.eu:123326
URI: https://publications.ut-capitole.fr/id/eprint/32700

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