Estimating multivariate latent-structure models

DOI10.1214/15-AOS1376zbMath1381.62055arXiv1603.09141OpenAlexW3125253467MaRDI QIDQ282450

Jean-Marc Robin, Stéphane Bonhomme, Koen Jochmans

Publication date: 12 May 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09141

zbMATH Keywords

hidden Markov modelfinite mixture modelnonparametric estimationmultivariate datalatent structuremultilinear restrictionssimultaneous matrix diagonalization

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05) Factorization of matrices (15A23) Markov processes: estimation; hidden Markov models (62M05) Eigenvalues, singular values, and eigenvectors (15A18) Contingency tables (62H17) Multilinear algebra, tensor calculus (15A69)

Related Items (18)

Estimating multivariate latent-structure models ⋮ A nonparametric estimation method for the multivariate mixture models ⋮ The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Semiparametric identification of the bid-ask spread in extended Roll models ⋮ Nonparametric estimation of non-exchangeable latent-variable models ⋮ Multiresolution approximation and consistent estimation of a multivariate density function ⋮ Clustering via finite nonparametric ICA mixture models ⋮ INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Identification of mixtures of dynamic discrete choices ⋮ Identifiability of hidden Markov models for learning trajectories in cognitive diagnosis ⋮ Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari ⋮ Nonparametric Estimation of Multivariate Mixtures ⋮ Consistent order estimation for nonparametric hidden Markov models ⋮ Identifiability of nonparametric mixture models and Bayes optimal clustering ⋮ Efficient semiparametric estimation and model selection for multidimensional mixtures ⋮ State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models ⋮ Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models ⋮ Estimation of the number of components of nonparametric multivariate finite mixture models

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