Asymptotic Analysis of a Matrix Latent Decomposition Model

DOI10.1051/ps/2022004zbMath1493.62647OpenAlexW4223582532MaRDI QIDQ5079514

Clément Mantoux, Stanley Durrleman, Stéphanie Allassonnière

Publication date: 27 May 2022

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2022004

zbMATH Keywords

asymptotic normalityStiefel manifoldhierarchical modelstrong consistencyidentifiabilitylow rankmatrix data sets

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic properties of parametric estimators (62F12) Statistics on manifolds (62R30)

Uses Software

• rstiefel

Cites Work

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