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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: | 02 Apr 2021 16:00 |
| OAI Identifier: | oai:tse-fr.eu:122871 |
| URI: | https://publications.ut-capitole.fr/id/eprint/32218 |
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