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Bachoc F, Genton MG, Nordhausen K, Ruiz-Gazen A, Virta J. Spatial blind source separation. Biometrika 2020. [DOI: 10.1093/biomet/asz079] [Citation(s) in RCA: 9] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Abstract
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.
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Affiliation(s)
- François Bachoc
- Institut de Mathématiques de Toulouse, Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse, France
| | - Marc G Genton
- Statistics Program, King Abdullah University of Science and Technology, Thuwal 23955-6900, Saudi Arabia
| | - Klaus Nordhausen
- Computational Statistics, Vienna University of Technology, Wiedner Hauptstr. 7, A-1040 Vienna, Austria
| | - Anne Ruiz-Gazen
- Toulouse School of Economics, University of Toulouse Capitole, 1, Esplanade de l’Université, 31080 Toulouse Cedex 06, France
| | - Joni Virta
- Department of Mathematics and Statistics, University of Turku, 20014 Turun yliopisto, Finland
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Virta J, Nordhausen K. Estimating the number of signals using principal component analysis. Stat (Int Stat Inst) 2019. [DOI: 10.1002/sta4.231] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Affiliation(s)
- Joni Virta
- Department of Mathematics and Systems AnalysisAalto University Espoo Finland
| | - Klaus Nordhausen
- Institute of Statistics & Mathematical Methods in EconomicsVienna University of Technology Vienna Austria
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