Spatial Blind Source Separation

Bachoc, François, Genton, Mark G., Nordhausen, Klaus, Ruiz-Gazen, Anne and Virta, Joni (2019) Spatial Blind Source Separation. Biometrika. (In Press)

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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: Article
Language: English
Date: 2019
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: 29 Aug 2019 13:51
OAI ID: oai:tse-fr.eu:123326
URI: http://publications.ut-capitole.fr/id/eprint/32700

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