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Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures
http://hdl.handle.net/2261/52576
http://hdl.handle.net/2261/52576fd863dfc-6dcf-48b8-a427-67988a594226
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | finite mixture | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | latent class analysis | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | nonnegative rank | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | rank estimation | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Kasahara, Hiroyuki
× Kasahara, Hiroyuki× Shimotsu, Katsumi |
|||||
著者所属 | ||||||
著者所属 | Department of Economics, University of British Columbia | |||||
著者所属 | ||||||
著者所属 | Faculty of Economics, University of Tokyo | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This article analyzes the identifiability of the number of components in k-variate, M-component finite mixture models in which each component distribution has independent marginals, including models in latent class analysis. Without making parametric assumptions on the component distributions, we investigate how one can identify the number of components from the distribution function of the observed data. When k ≥ 2, a lower bound on the number of components (M) is nonparametrically identifiable from the rank of a matrix constructed from the distribution function of the observed variables. Building on this identification condition, we develop a procedure to consistently estimate a lower bound on the number of components. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-866, 発行日 2012-10 |
|||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf866ab.html |