Résumé
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.
Mots-clés
joint diagonalisation; limiting distribution,; multivariate random fields; spatial scatter matrices;
Remplace
François Bachoc, Mark G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen et Joni Virta, « Spatial Blind Source Separation », TSE Working Paper, n° 19-998, mars 2019.
Référence
François Bachoc, Mark G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen et Joni Virta, « Spatial Blind Source Separation », Biometrika, vol. 107, n° 3, septembre 2020, p. 627–646.
Voir aussi
Publié dans
Biometrika, vol. 107, n° 3, septembre 2020, p. 627–646