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.
Keywords
joint diagonalisation; limiting distribution,; multivariate random fields; spatial scatter matrices;
Replaces
François Bachoc, Mark G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen, and Joni Virta, “Spatial Blind Source Separation”, TSE Working Paper, n. 19-998, March 2019.
Reference
François Bachoc, Mark G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen, and Joni Virta, “Spatial Blind Source Separation”, Biometrika, vol. 107, n. 3, September 2020, pp. 627–646.
See also
Published in
Biometrika, vol. 107, n. 3, September 2020, pp. 627–646