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Test of the Latent Dimension of a Spatial Blind Source Separation Model

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 نشر من قبل Christoph Muehlmann
 تاريخ النشر 2020
  مجال البحث الاحصاء الرياضي
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We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a test on the number of white noise components and obtain the asymptotic distribution of its statistic for a general domain. We also demonstrate how computations can be facilitated in the case of gridded observation locations. Based on this test, we obtain a consistent estimator of the true dimension. Simulation studies and an environmental application demonstrate that our test is at least comparable to and often outperforms bootstrap-based techniques, which are also introduced in this paper.



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