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.
joint diagonalisation; limiting distribution,; multivariate random fields; spatial scatter matrices;
Biometrika, vol. 107, n. 3, September 2020, pp. 627–646