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Mathematics > Statistics Theory

arXiv:1812.09187 (math)
[Submitted on 21 Dec 2018 (v1), last revised 8 Aug 2019 (this version, v2)]

Title:Spatial Blind Source Separation

Authors:François Bachoc (IMT), Marc G. Genton (KAUST), Klaus Nordhausen (TU WIEN), Anne Ruiz-Gazen (TSE), Joni Virta
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Abstract: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.
Subjects: Statistics Theory (math.ST)
Cite as: arXiv:1812.09187 [math.ST]
  (or arXiv:1812.09187v2 [math.ST] for this version)
  https://doi.org/10.48550/arXiv.1812.09187
Journal reference: Biometrika 107: 627-646 (2020)
Related DOI: https://doi.org/10.1093/biomet/asz079

Submission history

From: Klaus Nordhausen [view email] [via CCSD proxy]
[v1] Fri, 21 Dec 2018 15:25:01 UTC (3,109 KB)
[v2] Thu, 8 Aug 2019 19:29:06 UTC (4,430 KB)
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