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dc.contributor.authorBachoc, Francois
dc.contributor.authorGenton, Marc G.
dc.contributor.authorNordhausen, Klaus
dc.contributor.authorRuiz-Gazen, Anne
dc.contributor.authorVirta, Joni
dc.date.accessioned2020-01-15T13:17:05Z
dc.date.available2020-01-15T13:17:05Z
dc.date.issued2020
dc.date.submitted2019
dc.identifier.citationBachoc, F., Genton, M. G., Nordhausen, K., Ruiz-Gazen, A., & Virta, J. (2020). Spatial blind source separation. Biometrika, 107(3), 627–646. doi:10.1093/biomet/asz079
dc.identifier.doi10.1093/biomet/asz079
dc.identifier.urihttp://hdl.handle.net/10754/661052
dc.description.abstractRecently 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.
dc.description.sponsorshipThe work of Nordhausen, Ruiz-Gazen and Virta was partly supported by the CRoNoS Cost action. The work of Nordhausen was also partly supported by the Austrian Science Fund. RuizGazen acknowledges funding from the French National Research Agency (ANR) under the Investments for the Future (Investissements d’Avenir) program. The authors are very grateful for the comments by the referees which helped considerably to improve the manuscript.
dc.language.isoen
dc.publisherOxford University Press (OUP)
dc.rightsArchived with thanks to Biometrika
dc.titleSpatial blind source separation
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.contributor.departmentSpatio-Temporal Statistics and Data Analysis Group
dc.contributor.departmentStatistics Program
dc.identifier.journalBiometrika
dc.rights.embargodate2021-01-15
dc.eprint.versionPost-print
dc.contributor.institutionInstitut de Mathematiques de Toulouse, Universit ´ e Paul Sabatier, ´118 route de Narbonne, 31062 Toulouse, France.
dc.contributor.institutionCSTAT, Vienna University of Technology, Wiedner Hauptstr. 7, A-1040 Vienna, Austria
dc.contributor.institutionToulouse School of Economics, University of Toulouse Capitole, 21 allee de Brienne, 31000 Toulouse, France
dc.contributor.institutionDepartment of Mathematics and Statistics, University of Turku, 20014 Turun yliopisto, Finland,
dc.contributor.institutionDepartment of Mathematics and Systems Analysis, Aalto University, PL 11000, 00076 AALTO, Finland.
dc.contributor.affiliationKing Abdullah University of Science and Technology (KAUST)
pubs.publication-statusAccepted
kaust.personGenton, Marc G.
refterms.dateFOA2021-01-15T00:00:00Z


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