Refereed journal article or data article (A1)
Spatial Blind Source Separation
List of Authors: Bachoc François, Genton Marc G., Nordhausen Klaus, Ruiz-Gazen Anne, Virta Joni
Publisher: Oxford University Press
Place: Oxford
Publication year: 2020
Journal: Biometrika
eISSN: 1464-3510
DOI: http://dx.doi.org/10.1093/biomet/asz079
URL: https://academic.oup.com/biomet/advance-article/doi/10.1093/biomet/asz079/5739178?searchresult=1
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/44560060
Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new estimator, based on the joint diagonalisation 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 the method.
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