Spatial blind source separation

François Bachoc, Marc G Genton, Klaus Nordhausen, Anne Ruiz-Gazen and Joni Virta

Biometrika, 2020, vol. 107, issue 3, 627-646

Abstract: SummaryRecently a blind source separation model was suggested for spatial data, along 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 asymptotic properties and merits of the novel estimator are verified in simulation studies. A real-data example illustrates application of the method.

Keywords: Joint diagonalization; Limiting distribution; Multivariate random field; Spatial scatter matrix (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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