Spatial Blind Source Separation
Nordhausen Klaus; Virta Joni; Genton Marc G.; Bachoc François; Ruiz-Gazen Anne
Spatial Blind Source Separation
Nordhausen Klaus
Virta Joni
Genton Marc G.
Bachoc François
Ruiz-Gazen Anne
Oxford University Press
Julkaisun pysyvä osoite on:
https://urn.fi/URN:NBN:fi-fe2021042825904
https://urn.fi/URN:NBN:fi-fe2021042825904
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.
Kokoelmat
- Rinnakkaistallenteet [19207]