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Spatial Blind Source Separation




TekijätBachoc François, Genton Marc G., Nordhausen Klaus, Ruiz-Gazen Anne, Virta Joni

KustantajaOxford University Press

KustannuspaikkaOxford

Julkaisuvuosi2020

JournalBiometrika

Artikkelin numeroasz079

eISSN1464-3510

DOIhttps://doi.org/10.1093/biomet/asz079

Verkko-osoitehttps://academic.oup.com/biomet/advance-article/doi/10.1093/biomet/asz079/5739178?searchresult=1

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/detail/Publication/44560060


Tiivistelmä

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.


Ladattava julkaisu

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