B0220
Title: Spatial blind source separation
Authors: Francois Bachoc - Universite Paul Sabatier (France) [presenting]
Marc Genton - KAUST (Saudi Arabia)
Klaus Nordhausen - University of Jyvaskyla (Finland)
Anne Ruiz-Gazen - Toulouse School of Economics (France)
Joni Virta - University of Turku (Finland)
Abstract: A blind source separation model has been recently 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, 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.
