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François Bachoc, Marc G Genton, Klaus Nordhausen, Anne Ruiz-Gazen, Joni Virta, Spatial blind source separation, Biometrika, Volume 107, Issue 3, September 2020, Pages 627–646, https://doi.org/10.1093/biomet/asz079
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Summary
Recently a blind source separation model was suggested for spatial data, along 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 asymptotic properties and merits of the novel estimator are verified in simulation studies. A real-data example illustrates application of the method.
© 2020 Biometrika Trust
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