CIRJE-F-866 "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures"
Author Name

Kasahara, Hiroyuki and Katsumi Shimotsu

Date October 2012
Full Paper   PDF file
Remarks   Subsequently published in Journal of the Royal Statistical Society: Series B, 76, 2014, 97-111.
Abstract
  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.