Asymptotic analysis of a matrix latent decomposition model

DOI10.1051/PS/2022004MaRDI QIDQ5079514zbMATH OpenOpenAlexFDO

Authors Clément Mantoux, Stanley Durrleman, Stéphanie Allassonnière

Publication date 27 May 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

asymptotic normalityhierarchical modelidentifiabilitylow rankmatrix data setsStiefel manifoldstrong consistency

Mathematics Subject Classification ID

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

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Uses Software

• rstiefel

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