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dc.contributor.authorBonhomme, S
dc.contributor.authorJochmans, Koen
dc.contributor.authorRobin, JM
dc.date.accessioned2018-12-14T00:30:25Z
dc.date.available2018-12-14T00:30:25Z
dc.date.issued2016-04
dc.identifier.issn0090-5364
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/286881
dc.description.abstract© Institute of Mathematical Statistics, 2016. A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same nonorthogonal basis. An estimator of the latent-structure model may then be based on a sample version of this joint-diagonalization problem. Algorithms are available for computation and we derive distribution theory. We further develop asymptotic theory for orthogonal-series estimators of component densities in mixture models and emission densities in hidden Markov models.
dc.description.sponsorshipSupported by European Research Council Grant ERC-2010-StG-0263107-ENMUH. Supported by Sciences Po’s SAB grant “Nonparametric estimation of finite mixtures.” Supported by European Research Council Grant ERC-2010-AdG-269693-WASP and by Economic and Social Research Council Grant RES-589-28-0001 through the Centre for Microdata Methods and Practice.
dc.publisherInstitute of Mathematical Statistics
dc.rightsPublisher's own licence
dc.titleEstimating multivariate latent-structure models
dc.typeArticle
prism.endingPage563
prism.issueIdentifier2
prism.publicationDate2016
prism.publicationNameAnnals of Statistics
prism.startingPage540
prism.volume44
dc.identifier.doi10.17863/CAM.34190
rioxxterms.versionofrecord10.1214/15-AOS1376
rioxxterms.versionVoR
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.licenseref.startdate2016-04-01
dc.contributor.orcidJochmans, Koen [0000-0002-3090-3003]
rioxxterms.typeJournal Article/Review
cam.issuedOnline2016-03-17


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