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For the three matrices Mi, i= 1,2,3 , computed with the whitened random field, this amounts to finding an orthogonal p×p matrix Vcomb that minimizesP3 i=1 off(V⊤ combMiVcomb) 2 , or, equivalently, since Vcomb is orthogonal, maximizes 3X i=1 diag(V⊤ combMiVcomb) 2 .(3) Here ∥A∥ is the matrix (Frobenius) norm, diag(A) is a p×p diagonal matrix with the diagonal elements as in A and off(A) =A−diag(A) . Notice that the principle of the estimation procedure remains the same even if additional matrices Mcor,fi with various kernels fi are included in the objective function. 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