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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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Official URL : https://www.tse-fr.eu/sites/default/files/TSE/docu...
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 |
Available Versions of this Item
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Spatial Blind Source Separation. (deposited 20 Mar 2019 07:50)
- Spatial Blind Source Separation. (deposited 29 Aug 2019 13:51) [Currently Displayed]
