Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/97371 
Year of Publication: 
2014
Series/Report no.: 
cemmap working paper No. CWP18/14
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based on the joint spectral decomposition of a set of matrices. It has applications in the analysis of a variety of latent-structure models, such as q-variate mixtures of p distributions. As such, our results provide a constructive alternative to Allman, Matias and Rhodes [2009]. The identification argument suggests a joint approximate-diagonalization estimator that is easy to implement and whose asymptotic properties we derive. We illustrate the usefulness of our approach by applying it to nonparametrically estimate multivariate finite-mixture models and hidden Markov models.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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